TY  - JOUR
A1  - Wallot, Sebastian
A1  - Mønster, Dan
T1  - Calculation of average mutual information (AMI) and false-nearest neighbors (FNN) for the estimation of embedding parameters of multidimensional time series in matlab
T2  - Frontiers in psychology
N2  - 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-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.
KW  - average mutual information
KW  - false-nearest neighbors
KW  - time-delayed embedding
KW  - Multidimensional Time series
KW  - Multidimensional Recurrence Quantification Analysis
KW  - code:Matlab
Y1  - 2018
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/47843
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30:3-478432
SN  - 1664-1078
N1  - Copyright © 2018 Wallot and Mønster. This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.
VL  - 9
IS  - Art. 1679
SP  - 1
EP  - 10
PB  - Frontiers Research Foundation
CY  - Lausanne
ER  -