Optimal Embedding Parameters 1.0

Operating systemsOS : Windows / Linux / Mac OS / BSD / Solaris
Program licensingScript Licensing : Freeware
CreatedCreated : Aug 11, 2007
Size downloadDownloads : 5
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Method described in Gautama, T., Mandic, D.P. and Van ...

method described in Gautama, T. , Mandic, D. P. and Van Hulle, M. M. (2003), A Differential Entropy Based Method for determining the Optimal Embedding Parameters by Temu Gautama of a Signal, Proceedings of ICASSP.
It is a novel entropy-based method for determining the optimal set of parameters for building a phase space representation of a time series (time delay embedding).
Demands:
• MATLAB Release: R13

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