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Independent coordinates for strange attractors from mutual information
Abstract
The mutual information I is examined for a model dynamical system and for chaotic data from an experiment on the Belousov-Zhabotinskii reaction. An N logN algorithm for calculating I is presented. As proposed by Shaw, a minimum in I is found to be a good criterion for the choice of time delay in phase-portrait reconstruction from time-series data. This criterion is shown to be far superior to choosing a zero of the autocorrelation function.
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Citations
Cited by
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Cross, M. C., & Hohenberg, P. C. (1993) · Reviews of Modern Physics · doi:10.1103/revmodphys.65.851 · Cited by 7,859
Kraskov, A., Stögbauer, H., & Grassberger, P. (2004) · Physical Review E · doi:10.1103/physreve.69.066138 · Cited by 3,512
Heart rate variability: A review
Rajendra Acharya, U., Paul Joseph, K., Kannathal, N., Lim, C. M., & Suri, J. S. (2006) · Medical & Biological Engineering & Computing · doi:10.1007/s11517-006-0119-0 · Cited by 2,820
Using mutual information for selecting features in supervised neural net learning
Battiti, R. (1994) · IEEE Transactions on Neural Networks · doi:10.1109/72.298224 · Cited by 2,148
Faith, J. J., Hayete, B., Thaden, J. T., Mogno, I., Wierzbowski, J., Cottarel, G., Kasif, S., Collins, J. J., & Gardner, T. S. (2007) · PLoS Biology · doi:10.1371/journal.pbio.0050008 · Cited by 1,563
Metadata
- Authors
- Fraser, A. M., & Swinney, H. L.
- Venue
- Physical Review A
- Publisher
- American Physical Society (APS)
- Published
- 1986-02-01
- Volume
- 33
- Issue
- 2
- Pages
- 1134-1140
- ISSN
- 0556-2791 (ISSN-L)
- OpenAlex
- W2040704490
- Cited by
- 4,606
- References
- 0
- FWCI
- 23.20
- Type
- journal article
- Language
- en
- Open access
- closed
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- Fraser, A. M., & Swinney, H. L. (1986). Independent coordinates for strange attractors from mutual information. Physical Review A. https://doi.org/10.1103/physreva.33.1134
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