Permutation-information-theory approach to unveil delay dynamics from time-series analysis
نویسندگان
چکیده
منابع مشابه
Permutation-information-theory approach to unveil delay dynamics from time-series analysis.
In this paper an approach to identify delay phenomena from time series is developed. We show that it is possible to perform a reliable time delay identification by using quantifiers derived from information theory, more precisely, permutation entropy and permutation statistical complexity. These quantifiers show clear extrema when the embedding delay τ of the symbolic reconstruction matches the...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2010
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.82.046212