Physical Review A
It has been shown that the appropriate setting of data windows is crucial to a successful estimation of a time-series correlation dimension using the Grassberger-Procaccia algorithm [Physica 9D, 189 (1983); Phys. Rev. Lett. 50, 346 (1983)], and it has been proposed that the first minimum of the corresponding mutual-information function may be an appropriate window value. We have tested this hypothesis against data generated by the Rossler equations, the Lorenz equations, and a three-dimensional irrational torus. We conclude that mutual information is not consistently successful in identifying the optimal window.
© 1992 by the American Physical Society. The publisher's version of the article can be found at http://link.aps.org/doi/10.1103/PhysRevA.45.7058.
J.M. Martinerie, A.M. Albano, A.I. Mees and P.E. Rapp, Phys. Rev. A 45, 7058 (1992).