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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
Sebastian Wallot
Using the method or time-delayed embedding, a signal can be embedded intohigher-dimensional space in order to study its dynamics.
Using the method or time-delayed embedding, a signal can be embedded intohigher-dimensional space in order to study its dynamics.
average mutual information
false-nearest neighbors
time-delayed embedding
Multidimensional Time series
Multidimensional Recurrence Quantification Analysis
code:Matlab
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