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

Access to Document

10.1007/BF02458619

Fingerprint Dive into the research topics of 'A maximum likelihood approach to correlation dimension and entropy estimation'. Together they form a unique fingerprint.

Cite this

@article{d8084af589d949078b19ff8ec50ffdf4,

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",

month = jan,

doi = "10.1007/BF02458619",

language = "English",

volume = "54",

pages = "45--58",

journal = "Bulletin of Mathematical Biology",

issn = "0092-8240",

publisher = "Springer New York",

number = "1",

}

TY - JOUR

T1 - A maximum likelihood approach to correlation dimension and entropy estimation

AU - Olofsen, E.

AU - Degoede, J.

AU - Heijungs, R.

PY - 1992/1

Y1 - 1992/1

N2 - 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.

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.

UR - http://www.scopus.com/inward/record.url?scp=0011198007&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0011198007&partnerID=8YFLogxK

U2 - 10.1007/BF02458619

DO - 10.1007/BF02458619

M3 - Article

C2 - 25665660

AN - SCOPUS:0011198007

VL - 54

SP - 45

EP - 58

JO - Bulletin of Mathematical Biology

JF - Bulletin of Mathematical Biology

SN - 0092-8240

IS - 1

ER -