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}
}

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