Optimal Embedding Parameters

A differential entropy-based method for determining the optimal embedding parameters of a signal.

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).