Estimating and improving the signal-to-noise ratio of time series by symbolic dynamics.

@article{Graben2001EstimatingAI,
  title={Estimating and improving the signal-to-noise ratio of time series by symbolic dynamics.},
  author={P Graben},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2001},
  volume={64 5 Pt 1},
  pages={051104}
}
  • P Graben
  • Published 2001 in
    Physical review. E, Statistical, nonlinear, and…
We investigate the effect of symbolic encoding applied to times series consisting of some deterministic signal and additive noise, as well as time series given by a deterministic signal with randomly distributed initial conditions as a model of event-related brain potentials. We introduce an estimator of the signal-to-noise ratio (SNR) of the system by means of time averages of running complexity measures such as Shannon and Rényi entropies, and prove its asymptotical equivalence with the… CONTINUE READING

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