Parameter-free quantification of stochastic and chaotic signals

Sergio Roberto Lopes, Thiago de Lima Prado, Gilberto Corso +2

Recurrence entropy $(\mathcal{S})$ is a novel time series complexity quantifier based on recurrence microstates. Here we show that $\mathsf{max}(\mathcal{S})$ is a \textit{parameter-free} qu…