论文标题
估算审查符号时间序列的熵率：时间 - 反射性测试
Estimating entropy rate from censored symbolic time series: a test for time-irreversibility
论文作者
论文摘要
在这项工作中，我们介绍了一种估计有限符号时间序列的熵率和熵产生速率的方法。从统计的角度来看，可以将有限系列的熵估算为用审查或截断样品估算分布参数的问题。假设它们是（极限）分布的参数，我们使用此观点来估计熵率和熵产生速率。最后一个陈述实际上是一个事实的结果：从复发时间统计数据获得的估计分布满足了中心限制定理。我们使用来自马尔可夫链模型的时间序列，离散的时间混沌图和人类基因组的真实DNA序列测试我们的方法。
In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of estimating parameters of a distribution with a censored or truncated sample. We use this point of view to give estimations of entropy rate and entropy production rate assuming that they are parameters of a (limit) distribution. The last statement is actually a consequence of the fact that the distribution of estimations obtained from recurrence-time statistics satisfy the central limit theorem. We test our method using time series coming from Markov chain models, discrete-time chaotic maps and real a DNA sequence from human genome.
