1986
DOI: 10.1103/physreva.33.1134
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Independent coordinates for strange attractors from mutual information

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Cited by 4,003 publications
(2,266 citation statements)
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“…Identical time delay was used for all subjects and tasks, because variations in the chosen time delay may diminish the reliability of resulting LDS [19]. To determine the delay, we used estimates of the minimum of the average mutual information on the velocity time series [20]. The delay was set to 44 samples, the median of these estimates over all subjects, markers and tasks.…”
Section: State Space Reconstructionmentioning
confidence: 99%
“…Identical time delay was used for all subjects and tasks, because variations in the chosen time delay may diminish the reliability of resulting LDS [19]. To determine the delay, we used estimates of the minimum of the average mutual information on the velocity time series [20]. The delay was set to 44 samples, the median of these estimates over all subjects, markers and tasks.…”
Section: State Space Reconstructionmentioning
confidence: 99%
“…MI is a metric derived from Shannon's information theory to estimate the information gained from observations of one random event on another [15], [38], [47]. MI measures both linear and nonlinear dependences between two time series [15], [38].…”
Section: Auto Mutual Information (Ami)mentioning
confidence: 99%
“…MI measures both linear and nonlinear dependences between two time series [15], [38]. Hence, it can be regarded as a non-linear equivalent of the correlation function [20], [38].…”
Section: Auto Mutual Information (Ami)mentioning
confidence: 99%
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“…Time series consisting of approximately 4 000 points were obtained using an 8-bit analog-to-digital converter at a sampling frequency of 1 000 Hz. The time lag for the reconstruction of phase space was determined by the mutual information criterion (Fraser and Swinney, 1986), which yielded l= 21. See Fig.…”
Section: Simulations Using Time Seriesmentioning
confidence: 99%