Permutation-information-theory approach to unveil delay dynamics from time-series analysis.

@article{Zunino2010PermutationinformationtheoryAT,
  title={Permutation-information-theory approach to unveil delay dynamics from time-series analysis.},
  author={Luciano Zunino and Miguel C. Soriano and Ingo Fischer and Osvaldo A. Rosso and Claudio R. Mirasso},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2010},
  volume={82 4 Pt 2},
  pages={
          046212
        }
}
In this paper an approach to identify delay phenomena from time series is developed. We show that it is possible to perform a reliable time delay identification by using quantifiers derived from information theory, more precisely, permutation entropy and permutation statistical complexity. These quantifiers show clear extrema when the embedding delay τ of the symbolic reconstruction matches the characteristic time delay τ(S) of the system. Numerical data originating from a time delay system… CONTINUE READING

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