Geometric measures of redundance and irrelevance tradeoff exponent to choose suitable delay times for continuous systems

Abstract

Using the concept of the geometric measures of redundance and irrelevance tradeoff exponent (RITE)}, we present a new method to determine suitable delay times for continuous systems. After applying the RITE algorithm to both simulation and experimental observations, we find the results obtained are close to those obtained from the criterion of the average mutual information (AMI), while the RITE algorithm has the following advantages: simple implementation, reasonable computational cost and robust performance against observational noise.

4 figures; submitted to PLA