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.
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Olofsen, E., Degoede, J. & Heijungs, R. A maximum likelihood approach to correlation dimension and entropy estimation. Bltn Mathcal Biology 54, 45–58 (1992). https://doi.org/10.1007/BF02458619
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DOI: https://doi.org/10.1007/BF02458619