Kullback-Leibler Approach to Chaotic Time Series

We focus discussion on extracting probability distribution functions (PDFs) from semi-chaotic time series (TS). We wish to ascertain what is the best extraction approach and to such an end we use an extremely well known semiclassical system in its classical limit [1, 2]. Since this systems possesses...

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Detalles Bibliográficos
Autores: Kowalski, Andres Mauricio, Martín, María Teresa, Plastino, Ángel Luis, Judge,George
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2014
País:Argentina
Institución:Consejo Nacional de Investigaciones Científicas y Técnicas
Repositorio:CONICET Digital (CONICET)
Idioma:inglés
OAI Identifier:oai:ri.conicet.gov.ar:11336/33586
Acceso en línea:http://hdl.handle.net/11336/33586
Access Level:acceso abierto
Palabra clave:Kullback-Leibler-Distance
Semiquantum Physics
Chaos
https://purl.org/becyt/ford/1.3
https://purl.org/becyt/ford/1
Descripción
Sumario:We focus discussion on extracting probability distribution functions (PDFs) from semi-chaotic time series (TS). We wish to ascertain what is the best extraction approach and to such an end we use an extremely well known semiclassical system in its classical limit [1, 2]. Since this systems possesses a very rich dynamics, it can safely be regarded as representative of many other physical scenarios. In discussing this ?extraction? problem, we consider the two most natural approaches, namely, i) histograms and ii) the Bandt?Pompe technique. We use the Kullback-Leibler relative entropy to compare the information content of the concomitant PDFs.