Nonlinear Theory and Its Applications, IEICE
Online ISSN : 2185-4106
ISSN-L : 2185-4106
Special Issue on Random/Pseudorandom Numbers
Entropy test for complexity in chaotic time series
Kenichiro ChoTakaya Miyano
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2016 Volume 7 Issue 1 Pages 21-29

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Abstract

We perform an entropy test, combined with a diagnostic test for the degree of visible determinism, for the complexity in chaotic time series. A time series is coarse-grained into a binary sequence, partitioned into segments of D binary digits, and transformed into a string of “alphabets” binary-coded in D bits. Using the probability density function estimated from the histogram representing the frequencies of appearance of the 2D alphabets in the string, we calculate the information entropy referred to as the string entropy. Case studies are conducted for numerical time series generated by the logistic map, the tent map, the Lorenz equations, and the augmented Lorenz equations. We discuss the performances of the time series as sequences of pseudorandom numbers for chaotic cryptography.

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© 2016 The Institute of Electronics, Information and Communication Engineers
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