A maximum likelihood approach to correlation dimension and entropy estimation

DOI10.1007/BF02458619zbMath0732.62091WikidataQ52427545 ScholiaQ52427545MaRDI QIDQ808602

R. Heijungs, E. Olofsen, Jacob DeGoede

Publication date: 1992

Published in: Bulletin of Mathematical Biology (Search for Journal in Brave)

zbMATH Keywords

entropyMonte Carlo simulationscorrelation dimensionatrial fibrillationmaximum likelihood approachvariancesexperimental time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50)

Cites Work

• Noise reduction: Finding the simplest dynamical system consistent with the data
• A two-dimensional mapping with a strange attractor
• Determining Lyapunov exponents from a time series
• Measuring the strangeness of strange attractors
• Rigorous statistical procedures for data from dynamical systems
• Scaling laws for invariant measures on hyperbolic and nonhyperbolic attractors.
• The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
• Independent coordinates for strange attractors from mutual information
• Mechanical and gradient systems; local perturbations and generic properties
• Ergodic theory of chaos and strange attractors
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