Noise-level estimation of time series using coarse-grained entropy
Noise-level estimation of time series using coarse-grained entropy
We present a method of noise-level estimation that is valid even for high noise levels. The method makes use of the functional dependence of coarse-grained correlation entropy K2(epsilon ) on the threshold parameter epsilon. We show that the function K2(epsilon ) depends, in a characteristic way, on the noise standard …