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http://ipicyt.repositorioinstitucional.mx/jspui/handle/1010/2480| Estimating entropy rate from censored symbolic time series: A test for time-irreversibility | |
| RAUL SALGADO GARCIA CESAR OCTAVIO MALDONADO AHUMADA | |
| Acceso Abierto | |
| Atribución-NoComercial-SinDerivadas | |
| https://doi.org/10.1063/5.0032515 | |
| Sharp error terms Fluctuations Recurrence | |
| "In this work, we introduce a method for estimating the entropy rate and the entropy production rate from a finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of estimating parameters of a distribution with a censored or truncated sample. We use this point of view to give estimations of the entropy rate and the entropy production rate, assuming that they are parameters of a (limit) distribution. The last statement is actually a consequence of the fact that the distribution of estimations obtained from recurrence-time statistics satisfies the central limit theorem. We test our method using a time series coming from Markov chain models, discrete-time chaotic maps, and a real DNA sequence from the human genome." | |
| American Institute of Physics | |
| 2021 | |
| Artículo | |
| R. Salgado-García and Cesar Maldonado. "Estimating entropy rate from censored symbolic time series: A test for time-irreversibility", Chaos 31, 013131 (2021); https://doi.org/10.1063/5.0032515 | |
| MATEMÁTICAS | |
| Versión revisada | |
| submittedVersion - Versión revisada | |
| Aparece en las colecciones: | Publicaciones Científicas Control y Sistemas Dinámicos |
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| Fichero | Tamaño | Formato | |
|---|---|---|---|
| Chaos31(2021)013131.pdf | 618.21 kB | Adobe PDF | Visualizar/Abrir |