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.
- Received 22 July 1985
DOI:https://doi.org/10.1103/PhysRevA.33.1134
©1986 American Physical Society