CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 2006, Vol. 23 ›› Issue (2): 184-188.

Previous Articles     Next Articles

An Algorithm of Selecting Delay Time in the Mutual Information Method

LÜ Xiao-qing, CAO Biao, ZENG Min, HUANG Shi-sheng, LIU Xiao-guang   

  1. College of Mechanical Engineering, South China University of Technology, Guangzhou 510640, China
  • Received:2005-01-05 Revised:2005-04-06 Online:2006-03-25 Published:2006-03-25

Abstract: A concrete algorithm of selecting delay time in the state space reconstruction in the mutual information method is introduced. A simple and practical program algorithm based on a reticulate layer is established. An analysis on calculated result shows that the mutual information needs to be computed to a certain reticulate layer in selecting delay time. Therefore, the algorithm is simplified significantly. The Lyapunov exponents calculation of attractors(Rossler and Lorenz) verifies the validity of this algorithm.

Key words: state space reconstruction, mutual information method, reticulate layer

CLC Number: