35628

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

Estimation of the TQ-complexity of chaotic sequences

Наименование конференции: 

  • The 1st IFAC Conference on Modelling, Identification and Control of Nonlinear Systems (London, 2015)

Наименование источника: 

  • Proceedings of the 1st IFAC Conference on Modelling, Identification and Control of Nonlinear Systems (London, 2015)

Обозначение и номер тома: 

48 (11)

Город: 

  • London

Издательство: 

  • Elsevier Ltd.

Год издания: 

2015

Страницы: 

1049-1055
Аннотация
A new approach is proposed to the quantitative estimation of the complexity of multidimensional discrete sequences in terms of the shapes of their trajectories in the extended space of states. This approach is based on the study of the structural properties of sequences and is suitable for estimating the complexity of both chaotic and stochastic sequences. It is constructed on the method, proposed earlier by the author, of symbolic CTQ-analysis of multidimensional discrete sequences and mappings. The algorithm proposed manipulates not only the frequency of occurrence of symbols, but also takes into account their sequence order. An example ( nancial time series) is given that demonstrates the application of the tools developed.

Библиографическая ссылка: 

Макаренко А.В. Estimation of the TQ-complexity of chaotic sequences / Proceedings of the 1st IFAC Conference on Modelling, Identification and Control of Nonlinear Systems (London, 2015). London: Elsevier Ltd., 2015. 48 (11). С. 1049-1055.