A maximum likelihood approach to correlation dimension and entropy estimation

E. Olofsen; J. Degoede; R. Heijungs

doi:10.1007/BF02458619

A maximum likelihood approach to correlation dimension and entropy estimation

E. Olofsen^*, J. Degoede, R. Heijungs

^*Corresponding author for this work

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the use of the estimators with a local recording of atrial fibrillation obtained from a conscious dog.

Original language	English
Pages (from-to)	45-58
Number of pages	14
Journal	Bulletin of Mathematical Biology
Volume	54
Issue number	1
DOIs	https://doi.org/10.1007/BF02458619
Publication status	Published - Jan 1992

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title = "A maximum likelihood approach to correlation dimension and entropy estimation",

abstract = "To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the use of the estimators with a local recording of atrial fibrillation obtained from a conscious dog.",

author = "E. Olofsen and J. Degoede and R. Heijungs",

year = "1992",

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AU - Olofsen, E.

AU - Degoede, J.

AU - Heijungs, R.

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AB - To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the use of the estimators with a local recording of atrial fibrillation obtained from a conscious dog.

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A maximum likelihood approach to correlation dimension and entropy estimation

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