|
Determination of Delay Time with Mutual Information by Equal-probability Symbolic Analysis Method
LONG Haihui, ZHANG Dianzhong
CHINESE JOURNAL OF COMPUTATIONAL PHYSICS
2010, 27 (3):
468-474.
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.
Related Articles |
Metrics
|
|