No BSD License
by Temu Gautama
11 Mar 2003
(Updated 14 Mar 2003)
A differential entropy-based method for determining the optimal embedding parameters of a signal.
Watch this File
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).
Had to recompile for Windows 7 64 bit, which entails downloading Microsoft C++ Express and SDK, but program works well.
Sometimes the mex files included in this package cause Matlab to crash.
saved some time...