Entropic nonextensivity as a measure of time series complexity
Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the trajectory manifold, and the entropy of the globally linearized manifold. When the entropies are Tsallis entropies, the complexity is characterized by the value of q. (C) 2004 Elsevier B.V. All rights reserved.
Кључне речи:nonextensive statistical mechanics / dynamical systems / time series / entropy / complexity
Извор:Physica A: Statistical Mechanics and Its Applications, 2004, 340, 1-3, 327-333
Напомена:2nd Sardinian International Conference on News and Expectations in Thermostatistics, Sep 21-28, 2003, Villasimius, Italy
ISSN: 0378-4371 (print)