混沌时序相空间重构参数确定的信息论方法

根据信息论基本原理，研究了混沌时间序列相空间重构参数延迟时间和嵌入维数的选取.提出了用符号分析的方法计算互信息函数，确定出延迟时间，在此基础上，提出了一种估计嵌入维数的信息论方法，即根据重构向量条件熵随向量维数的变化关系来确定嵌入维数，通过对几种典型混沌动力学系统的数值验证，结果表明该方法能够确定出合适的相空间重构嵌入维数.关键词：混沌相空间重构互信息条件熵符号分析

Information theory approach to determine embedding parameters for phase space reconstruction of chaotic time series

We have studied the determination of delay time and embedding dimension for phase space reconstruction of chaotic time series using the information theory. We use the symbolic analysis method to compute mutual information for determining the delay time. Furthermore we also present an information theory approach to determine embedding dimension. That is, we determine the embedding dimension by considering the variation of the conditional entropy of the reconstructed vector with its dimension. Numerical simulations verify that the method is applicable for determining an appropriate embedding dimension.