Independent coordinates for strange attractors from mutual information
- 1 February 1986
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 33 (2) , 1134-1140
- https://doi.org/10.1103/physreva.33.1134
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.Keywords
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