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Zbl 1184.37027
Fraser, Andrew M.; Swinney, Harry L.
Independent coordinates for strange attractors from mutual information. (English)
[J] Phys. Rev. A (3) 33, No. 2, 1134-1140 (1986). ISSN 1050-2947; ISSN 1094-1622/e

Summary: The mutual information $I$ is examined for a model dynamical system and for chaotic data from an experiment on the Belousov-Zhabotinskii reaction. An $N \log N$ 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.

MSC 2000:: *37D45 Strange attractors, chaotic dynamics

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