Delay time obtaining method using the maximum joint entroy on the basis of symbolic analysis

Abstract

In this paper, the local maximum of joint entroy was computed using the symbolic analysis method so as to determine the appropriate delay time of the phase space reconstruction. The numerical experiments for three typical chaotic systems show that the present method could reduce computation, increase the efficiency, and also could obtain the optimum delay time accurately and rapidly. And it could reconstruct the original phase space from the time series effectively. Thus it provides a fast and effective way to identify the chaotic signal.