Calculation of Average Mutual Information (AMI) and false-nearest neighbors (FNN) for the estimation of embedding parameters of multidimensional time series in matlab

Research output: Journal contributionsJournal articlesResearchpeer-review

Authors

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 t, and the embedding dimension parameter D. Two standard methods to estimate these parameters in one-dimensional time series involve the inspection of the Average Mutual Information (AMI) function and the False Nearest Neighbor (FNN) function. In some contexts, however, such as phase-space reconstruction for Multidimensional Recurrence Quantification Analysis (MdRQA), the empirical time series that need to be embedded already possess a dimensionality higher than one. In the current article, we present extensions of the AMI and FNN functions for higher dimensional time series and their application to data from the Lorenz system coded in Matlab.

Original languageEnglish
Article number1679
JournalFrontiers in Psychology
Volume9
Issue numberSEP
Number of pages10
ISSN1664-1078
DOIs
Publication statusPublished - 10.09.2018
Externally publishedYes

    Research areas

  • Psychology - Average mutual information, Code:Matlab, False-nearest neighbors, Multidimensional Recurrence Quantification Analysis, Multidimensional time series, Time-delayed embedding

Documents

DOI

Recently viewed

Publications

  1. Analyzing different types of moderated method effects in confirmatory factor models for structurally different methods
  2. Development and validation of a method for the determination of trace alkylphenols and phthalates in the atmosphere
  3. Distinguishing state variability from trait change in longitudinal data
  4. Gaussian processes for dispatching rule selection in production scheduling
  5. Visualization of the Plasma Frequency by means of a Particle Simulation using a Normalized Periodic Model
  6. Latent structure perceptron with feature induction for unrestricted coreference resolution
  7. Foundations and applications of computer based material flow networks for einvironmental management
  8. Digging into the roots
  9. Factor structure and measurement invariance of the Students’ Self-report Checklist of Social and Learning Behaviour (SSL)
  10. Learning from Erroneous Examples: When and How do Students Benefit from them?
  11. The impact of goal focus, task type and group size on synchronous net-based collaborative learning discourses
  12. Promising practices for dealing with complexity in research for development
  13. Determination of 10 particle-associated multiclass polar and semi-polar pesticides from small streams using accelerated solvent extraction
  14. Robust Control of Excavation Mobile Robot with Dynamic Triangulation Vision
  15. Metaphors and Paradigms of the Language Animal—or—The Advantage of seeing “Time Is a Resource” as a Paradigm
  16. Aspect-oriented software development
  17. Variational pragmatics
  18. Daily deep acting toward coworkers
  19. Development and Testing of Water-Filled Tube Systems for Flood Protection Measures
  20. Advancing protected area effectiveness assessments by disentangling social-ecological interactions
  21. Resistance against cyber-surveillance within social movements and how surveillance adapts
  22. Expertise for the public:
  23. Schöne Sätze der Mathematik
  24. Das homosexuelle Begehren