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Computing fractal dimension and the kolmogorov entropy from chaotic time series
Zhao Guibing, Shi Yanfu, Duan Wenfeng, Yu Huarui
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
1999, 16 (3):
309-315.
On the basis of the G-P algorithm it proposes an optimal algorithm for computing simultaneously the correlation dimension and the Kolmogorov entropy from time series.The correlation dimension obtained from this method is optimal and the stable estimation of the Kolmogorov entropy is also obtained.The applicability of the method is illustrated with two examples,viz.,the Lorenz attractor and Rossler attractor.
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