INVESTIGADORES
DIAMBRA Luis Anibal
artículos
Título:
Maximum entropy approach to nonlinear modeling
Autor/es:
L. DIAMBRA
Revista:
Physica A
Editorial:
ELSEVIER
Referencias:
Año: 2000 vol. 278 p. 140 - 149
Resumen:
We present a technique for building deterministic models of the nonlinear dynamics underlying
observed time series. It is formulated from maximum entropy principle within the framework
of information theory. Two numerical examples of chaotic time series illustrate the method.
Furthermore, the theory on which the method is based, provides an entropy-like quantity that
characterizes the suitability of the model. It is deÿned over the space of parameters of the
model. We illustrate, with two applications, how this entropy can be a useful tool for exploring
the phase space, and establishing a criterion for choosing a convenient parametrized functional
form.