Independent coordinates for strange attractors from mutual information
Abstract
The mutual information I is examined for a model dynamical system and for chaotic data from an experiment on the Belousov-Zhabotinskii reaction. An N logN algorithm for calculating I is presented. As proposed by Shaw, a minimum in I is found to be a good criterion for the choice of time delay in phase-portrait reconstruction from time-series data. This criterion is shown to be far superior to choosing a zero of the autocorrelation function.
- Publication:
-
Physical Review A
- Pub Date:
- February 1986
- DOI:
- 10.1103/PhysRevA.33.1134
- Bibcode:
- 1986PhRvA..33.1134F
- Keywords:
-
- 05.45.+b;
- 05.70.Ln;
- 06.20.Dk;
- Nonequilibrium and irreversible thermodynamics;
- Measurement and error theory