Parameter free determination of optimum time delay
Data Analysis, Statistics and Probability
2020-10-08 v1
Abstract
We show that the same maximum entropy principle applied to recurrence microstates configures a new way to properly compute the time delay necessary to correctly sample a data set. The new method retrieves results obtained using traditional methods with the advantage of being independent of any free parameter. Since all parameters are automatically set, the method is suitable for use in artificial (computational) intelligence algorithms, recovering correct information embedded in time series, and rationalizing the process of data acquisition since only relevant data must be collected.
Cite
@article{arxiv.2010.02951,
title = {Parameter free determination of optimum time delay},
author = {Thiago Lima Prado and Vandertone Santos Machado and Gilberto Corso and Gustavo Zampier dos Santos Lima and Sergio Roberto Lopes},
journal= {arXiv preprint arXiv:2010.02951},
year = {2020}
}
Comments
5 pages, 4 figures