Kolmogorov Entropy from Time Series Using Information-theoretic Functionals

  title={Kolmogorov Entropy from Time Series Using Information-theoretic Functionals},
  author={Milan Palu},
A technique for identiication and quantiication of chaotic dynamics in experimental time series is presented. It is based on evaluation of information-theoretic functionals-redundancies which, estimated from data generated by a low-dimensional chaotic dynamical system, have speciic properties reeecting a positive information production rate. This rate, measured by metric (Kolmogorov-Sinai) entropy, can be directly estimated from the redundancies. 

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