CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 2010, Vol. 27 ›› Issue (3): 468-474.

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Determination of Delay Time with Mutual Information by Equal-probability Symbolic Analysis Method

LONG Haihui, ZHANG Dianzhong   

  1. School of Mathematics Science and Computing Technology, Central South University, Changsha 410083, China
  • Received:2009-01-19 Revised:2009-05-04 Online:2010-05-25 Published:2010-05-25

Abstract: An equal-probability symbolic analysis approach for mutual information function is proposed to improve routine symbolic analysis method.Firstly,the time series are rearranged according to the range from small to large.Then the rearranged time series are divided into several groups by equal-probability step and the number of groups are determined with empirical sub-formula.Finally,a critical point set of symbolic analysis method is made with boundary values of each group.Experiments of Lorenz and forced Brusselator show that this approach agrees well with Fraser' method while it is simplified significantly.

Key words: delay time, mutual information, symbolic analysis, equal-probability

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