## Independent coordinates for strange attractors from mutual information.(English)Zbl 1184.37027

Summary: The mutual information $$I$$ is examined for a model dynamical system and for chaotic data from an experiment on the Belousov-Zhabotinskii reaction. An $$N \log N$$ algorithm for calculating $$I$$ is presented. As proposed by Shaw, a minimum in $$I$$ is found to be a good criterion for the choice of time delay in phase-portrait reconstruction from time-series data. This criterion is shown to be far superior to choosing a zero of the autocorrelation function.

### MSC:

 37D45 Strange attractors, chaotic dynamics of systems with hyperbolic behavior
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### References:

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