TY  - JOUR
A1  - Ebeling, Werner
A1  - Molgedey, Lutz
A1  - Kurths, Jürgen
A1  - Schwarz, Udo
T1  - Entropy, complexity, predictability, and data analysis of time series and letter sequences
N2  - The structure of time series and letter sequences is investigated using the concepts of entropy and complexity. First conditional entropy and transinformation are introduced and several generalizations are discussed. Further several measures of complexity are introduced and discussed. The capability of these concepts to describe the structure of time series and letter sequences generated by nonlinear maps, data series from meteorology, astrophysics, cardiology, cognitive psychology and finance is investigated. The relation between the complexity and the predictability of informational strings is discussed. The relation between local order and the predictability of time series is investigated.
Y1  - 2002
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/16860
UR  - http://www.pik-potsdam.de/~kropp/myown/book.html
SN  - 3-540-41324-3
ER  -