Optimal Embedding Parameters

Version 1.0.0.0 (76.3 KB) by Temu
A differential entropy-based method for determining the optimal embedding parameters of a signal.
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Updated 14 Mar 2003

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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).

Cite As

Temu (2024). Optimal Embedding Parameters (https://www.mathworks.com/matlabcentral/fileexchange/3102-optimal-embedding-parameters), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
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Version Published Release Notes
1.0.0.0