Optimal Embedding Parameters
by Temu Gautama
11 Mar 2003
(Updated 14 Mar 2003)
A differential entropy-based method for determining the optimal embedding parameters of a signal.
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| File Information |
| Description |
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 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). |
| MATLAB release |
MATLAB 6.5 (R13)
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| Other requirements |
Contains mex file + precompiled versions for linux, solaris and win98. |
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| 12 Mar 2004 |
Faiaz noor
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| 24 Jan 2005 |
Sadasivan Puthusserypady
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| 15 May 2005 |
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| 26 Sep 2005 |
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