Kolmogorov entropy (code, or how to estimate it)

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Jugurtha 2013-6-9

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https://ww2.mathworks.cn/matlabcentral/answers/78491-kolmogorov-entropy-code-or-how-to-estimate-it

评论： Mohamad Mossad 2021-6-30

Hello,

Does someone have the code to compute it (estimation) ? I looked it up, but did not find the code. I have a 1,800,000 points time-series of a physical measurement on which I would like to apply this.

It would be great if it would take the signal as the input, and output the K entropy.

I am talking about this:

http://mathworld.wolfram.com/KolmogorovEntropy.html

I don't want to go over the math (as some people publish entire papers on the very fact of estimating it), but if there is nothing, is there at least some tutorials/exercises/textbooks on this specific subject (or chapters of books).

Thank you