...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Mechanical systems and signal processing >Mutual information algorithms
【24h】

Mutual information algorithms

机译：互信息算法

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Three new mutual information algorithms are raised for time delay in the phase space reconstruction process. Firstly, Cellucci's mutual information algorithm is analyzed based on partitioning plane, which is constructed by a pair of Lorenz series with the same size, into four and sixteen grids with equal distribution probability in elements on each axis. Then three new mutual information algorithms are promoted based on the original probability matrix that shows the distribution of points corresponding to the data pairs of Lorenz series on the plane, the matrix excluding the last column and the last row of the original one as well as the proportionally revised matrix from the original one. Synchronously, an algorithm to compute the probability matrix is also advanced by sorting two series and replacing each numerical value with its order number in its own series so as to judge the element in which data sets are located. The optimal time delay of the three new mutual information algorithms as well as the computing time is also compared when series sizes are different. Finally, after reconstructing phase space with the optimal time delay, comparison between the maximal Lyapunov exponent calculated by Rosenstein's algorithm from time series and that gained by Jacobi matrix from Lorenz equation is used to confirm the validity of the new mutual information algorithms. The results show that Cellucci's mutual information algorithm will lead to wrong optimal time delay when series size is not a multiple of elements. The three new algorithms, whose results are more steady when a large number of data pairs are used, can not only eliminate the default of Cellucci's algorithm but also is very speedy, and the time spent on calculations by three algorithms nearly enhances linearly with the increase in series size. Moreover, the algorithm using original probability distribution matrix is more accurate than the others when small size series are used, and is also faster than the others irrespective of how large the size of series is. Besides, the lesser error of the maximal Lyapunov exponents from the comparison shows that the three new mutual information algorithms are available and feasible.
机译：针对相空间重建过程中的时间延迟，提出了三种新的互信息算法。首先，基于分割平面分析了Cellucci的互信息算法，该分割平面是由一对大小相同的Lorenz级数对构造成四个和十六个网格，每个网格中元素的分布概率相等。然后，基于原始概率矩阵，提出了三种新的互信息算法，该矩阵显示了对应于平面上Lorenz序列数据对的点的分布，该矩阵不包括原始矩阵的最后一列和最后一行。从原始矩阵按比例修改后的矩阵。同步地，通过对两个序列进行排序并将每个数值用其自己的序列中的序号替换，从而提高了计算概率矩阵的算法，从而判断出数据集所在的元素。当序列大小不同时，还将比较三种新的互信息算法的最佳时间延迟以及计算时间。最后，在以最佳时延重建相空间之后，将通过Rosenstein算法从时间序列计算的最大Lyapunov指数与通过Lorenz方程从Jacobi矩阵获得的最大Lyapunov指数进行比较，以确认新的互信息算法的有效性。结果表明，当序列大小不是元素的倍数时，Cellucci的互信息算法将导致错误的最佳时间延迟。这三种新算法在使用大量数据对时结果更加稳定，不仅可以消除Cellucci算法的默认值，而且速度非常快，并且三种算法在计算上花费的时间几乎随着线性增长而线性增加。系列大小。此外，当使用小尺寸序列时，使用原始概率分布矩阵的算法比其他算法更准确，并且与其他算法相比，无论序列的大小如何，它都比其他算法更快。此外，通过比较，最大李雅普诺夫指数的较小误差表明，这三种新的互信息算法是可行的。

著录项

  • 来源
    《Mechanical systems and signal processing》 |2010年第8期|p.2947-2960|共14页
  • 作者

    Ai-Hua Jiang; rnXiu-Chang Huang; rnZhen-Hua Zhang; rnJun Li; rnZhi-Yi Zhang; rnHong-Xin Hua;

  • 作者单位

    State Key Laboratory of Mechanical System and Vibration. Shanghai Jiao Tong University, No.800 Dongchuan Road, Shanghai 200240, China Noise and Vibration Control Laboratory for Ship-board Equipment, Shanghai Jiao Tong University, Shanghai, China;

    rnState Key Laboratory of Mechanical System and Vibration. Shanghai Jiao Tong University, No.800 Dongchuan Road, Shanghai 200240, China Noise and Vibration Control Laboratory for Ship-board Equipment, Shanghai Jiao Tong University, Shanghai, China;

    rnState Key Laboratory of Mechanical System and Vibration. Shanghai Jiao Tong University, No.800 Dongchuan Road, Shanghai 200240, China Noise and Vibration Control Laboratory for Ship-board Equipment, Shanghai Jiao Tong University, Shanghai, China;

    rnState Key Laboratory of Mechanical System and Vibration. Shanghai Jiao Tong University, No.800 Dongchuan Road, Shanghai 200240, China Noise and Vibration Control Laboratory for Ship-board Equipment, Shanghai Jiao Tong University, Shanghai, China;

    rnState Key Laboratory of Mechanical System and Vibration. Shanghai Jiao Tong University, No.800 Dongchuan Road, Shanghai 200240, China Noise and Vibration Control Laboratory for Ship-board Equipment, Shanghai Jiao Tong University, Shanghai, China;

    rnState Key Laboratory of Mechanical System and Vibration. Shanghai Jiao Tong University, No.800 Dongchuan Road, Shanghai 200240, China Noise and Vibration Control Laboratory for Ship-board Equipment, Shanghai Jiao Tong University, Shanghai, China;

  • 收录信息
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    phase space reconstruction; time delay; mutual information; maximal lyapunov exponent;

    机译：相空间重构;时间延迟相互信息;最大李雅普诺夫指数;

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号