Related Experiment Video
Updated: Aug 11, 2026

Applications of EEG Neuroimaging Data: Event-related Potentials, Spectral Power, and Multiscale Entropy
Published on: June 27, 2013
Estimation of entropies and dimensions by nonlinear symbolic time series analysis
J M Finn1, J D Goettee, Z Toroczkai
1Los Alamos National Laboratory, Los Alamos, New Mexico 87545, USA.
Abstract:
Symbolic nonlinear time series analysis methods have the potential for analyzing nonlinear data efficiently with low sensitivity to noise. In symbolic nonlinear time series analysis a time series for a fixed delay is partitioned into a small number (called the alphabet size) of cells labeled by symbols, creating a symbolic time series. Symbolic methods involve computing the statistics of words made from the symbolic time series. Specifically, the Shannon entropy of the distribution of possible words for a range of word lengths is computed. The rate of increase of the entropy with word length is the metric (Kolmogorov-Sinai) entropy. Methods of computing the metric entropy for flows as well as for maps are shown. A method of computing the information dimension appropriate to symbolic analysis is proposed. In terms of this formulation, the information dimension is determined by the scaling of entropy as alphabet size is modestly increased, using the information obtained from large word length. We discuss the role of sampling time and the issue of using these methods when there may be no generating partition.
More Related Videos
Related Concept Videos
Entropy Change in Reversible Processes
The statement can be further generalized to prove that entropy is a state function. Take a cyclic process between any two points on a p-V diagram.
Entropy Changes Accompanying Specific Processes
State Space Representation
Consider an RLC circuit, a...
Linear Approximation in Time Domain
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length, the...
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
Noncompartmental Analysis: Statistical Moment Theory

