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Calculation of Average Mutual Information (AMI) and False-Nearest Neighbors (FNN) for the Estimation of Embedding Parameters of Multidimensional Time Series in Matlab
Using the method or time-delayed embedding, a signal can be embedded into higher-dimensional space in order to study its dynamics. This requires knowledge of two parameters: The delay parameter τ, and the embedding dimension parameter D. Two standard methods to estimate these parameters in one-dimen...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Frontiers Media S.A.
2018
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6139437/ https://www.ncbi.nlm.nih.gov/pubmed/30250444 http://dx.doi.org/10.3389/fpsyg.2018.01679 |