Abstract
We analyze different methods for the determination of delay time in state space reconstruction. Although the method of mutual information is more accurate, its computational process is quite cumbersome and time-consuming. Therefore, based on the pseudo-periodicity of chaotic attractor, we put forward a new algorithm to refine delay time step by step using mutual information. The reliability of this algorithm is proved based on the numerical experiment of Rössler and Lorenz systems.
| Original language | English |
|---|---|
| Pages (from-to) | 41-44 |
| Number of pages | 4 |
| Journal | Journal of Theoretical and Applied Information Technology |
| Volume | 48 |
| Issue number | 1 |
| State | Published - 2013 |
Keywords
- Delay time
- Mutual information
- Pseudo-periodicity
- State space reconstruction
- Time series