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Parameter free determination of optimum time delay

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arxiv 2010.02951 v1 pith:LPGCFQ4O submitted 2020-10-06 physics.data-an

Thiago Lima Prado , Vandertone Santos Machado , Gilberto Corso , Gustavo Zampier dos Santos Lima , Sergio Roberto Lopes This is my paper · ORCID
classification physics.data-an
keywords datatimedelayfreemethodparametersinceacquisition
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We show that the same maximum entropy principle applied to recurrence microstates configures a new way to properly compute the time delay necessary to correctly sample a data set. The new method retrieves results obtained using traditional methods with the advantage of being independent of any free parameter. Since all parameters are automatically set, the method is suitable for use in artificial (computational) intelligence algorithms, recovering correct information embedded in time series, and rationalizing the process of data acquisition since only relevant data must be collected.

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