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JuliaDynamics / RecurrenceAnalysis.jl

Recurrence Quantification Analysis in Julia
https://juliadynamics.github.io/RecurrenceAnalysis.jl/stable/
MIT License
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Kolmogorov Sinai entropy from a RP #37

Open Datseris opened 5 years ago

Datseris commented 5 years ago

Chapter two of the book N. Marwan & C.L. Webber, "Recurrence Quantification Analysis. Theory and Best Practices" discusses how the Kolmogorov entropy can be connected to and computed from Recurrence matrices. See 2.2 and 2.3.3 .

A method for estimating KS entropy has long been requested from ChaosTools, see https://github.com/JuliaDynamics/ChaosTools.jl/issues/6 .

Would be cool to implement the algorithm in this package!

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pucicu commented 5 years ago

indeed, it would be great to have it implemented! but this is not trivial. the user has to check for the scaling region in the distribution of line length.

Am 15.01.2019 um 16:22 schrieb George Datseris notifications@github.com:

Chapter two of the book N. Marwan & C.L. Webber, "Mathematical and computational foundations of recurrence quantifications" discusses how the Kolmogorov entropy can be connected to and computed from Recurrence matrices. See 2.2 and 2.3.3 .

A method for estimating KS entropy has long been requested from ChaosTools, see JuliaDynamics/ChaosTools.jl#6 https://github.com/JuliaDynamics/ChaosTools.jl/issues/6 .

Would be cool to implement the algorithm in this package!

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Datseris commented 5 years ago

Nothing we can't handle! ChaosTools has full support for automatically deducing scaling regions. In this video: https://www.youtube.com/watch?v=13hqE_1a158&t=1766s at 1:07:33 time I am showcasing this because I overview how we compute the Renyi (generalized) dimension of datasets automatically.

(Of course the option for the user to find the scaling region also exists)