Approximation entropy
2016-08-23
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Approximation mainly used to measure the unconditioned details in the data.he false nearest neigbours procedure is a method to obtain the optimum embedding dimension for phase space reconstruction. By checking the neighbourhood of points embedded in projection manifolds of increasing dimension, the algorithm eliminates 'false neighbours': This means that points apparently lying close together due to projection are separated in higher embedding dimensions.
A natural criterion for catching embedding errors is that the increase in distance between two neighboured points is large when going from dimension
A natural criterion for catching embedding errors is that the increase in distance between two neighboured points is large when going from dimension
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