A novel algorithm for the determination of delay time based on mutual information

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.