Kahrizsangi, Mehran Ebrahimi (2003) Direct computing of entropy from time series. Masters thesis, Concordia University.
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Abstract
Measure Theoretic Entropy and its important properties are studied. We introduce a method to compute entropy of a dynamical system directly from the definition. The computational approach is discussed in detail and is presented in several sections: (1) Partitioning and Scaling Data; (2) Sequencing and Compactification; (3) Probabilities and Information; (4) Entropy Estimation. Also, we apply the same method in two dimensions. A model for filtering entropy based on skew products is given, and we apply our computational results to verify this model.
| Divisions: | Concordia University > Faculty of Arts and Science > Mathematics and Statistics |
|---|---|
| Item Type: | Thesis (Masters) |
| Authors: | Kahrizsangi, Mehran Ebrahimi |
| Pagination: | viii, 69 leaves : ill., tables ; 29 cm. |
| Institution: | Concordia University |
| Degree Name: | Theses (M.Sc.) |
| Program: | Mathematics and Statistics |
| Date: | 2003 |
| Thesis Supervisor(s): | Boyarsky, Abraham |
| ID Code: | 2347 |
| Deposited By: | Concordia University Libraries |
| Deposited On: | 27 Aug 2009 13:27 |
| Last Modified: | 08 Dec 2010 10:26 |
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