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 JournalArticleAcademicpeer-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 languageEnglish
    Pages (from-to)45-58
    Number of pages14
    JournalBulletin of Mathematical Biology
    Volume54
    Issue number1
    DOIs
    Publication statusPublished - Jan 1992

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