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Entropy and optimal partition for data analysis

  • R. Steuer
  • L. Molgedey
  • W. Ebeling
  • M.A. Jiménez-Montaño
Article

Abstract:

The concept of symbolic dynamics, entropy and complexity measures has been widely utilized for the analysis of measured time series. However, little attention as been devoted to investigate the effects of choosing different partitions to obtain the coarse-grained symbolic sequences. Because the theoretical concepts of generating partitions mostly fail in the case of empirical data, one commonly introduces a homogeneous partition which ensures roughly equidistributed symbols. We will show that such a choice may lead to spurious results for the estimated entropy and will not fully reveal the randomness of the sequence.

PACS. 05.45.Tp Time series analysis 

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Copyright information

© EDP Sciences, Springer-Verlag 2001

Authors and Affiliations

  • R. Steuer
    • 1
  • L. Molgedey
    • 1
  • W. Ebeling
    • 1
  • M.A. Jiménez-Montaño
    • 2
  1. 1.Institute of PhysicsHumboldt-UniversityGermany
  2. 2.Department of Physics and MathematicsUniversidad de las Americas-PueblaCholulaMexico

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