Average Mutual Information dialog box

 

Use this dialog box to compute the auto and cross average mutual information function on selected series.  The average mutual information function is used to select a suitable time delay for an embedding.  In this regard, it is customary to select the time delay of first local minimum of the average mutual information function as the time delay for embedding the given series.

 

Refer to Fraser and Swinney (1986) for more information on this subject.

 

 

Input

Specifies the worksheet location of the input data for this operation.

 

Valid Input Range

Provides a reference to the extent of the data available in the currently active worksheet. Use this range as a guide for typing valid extents in the Series A and Series B boxes.

 

Series A

Type in this box the range of cells containing the data you want to use as input for this command (first set of series).

 

Series B

Type in this box the range of cells containing the data you want to use as input for this command (second set of series).

 

 

Series in Rows

Check this box to indicate that the data specified by the Series A and Series B boxes is organized in rows as opposed to columns (the default).

 

Refer to Specifying Input Arguments for additional information on this subject.

 

Output

Specifies the worksheet location for placing the results of this operation.

 

New Workbook

Select this option to place the results of this operation in a new document workbook.

 

New Sheet

Select this option to place the results of this operation in a new worksheet.

 

Range Position

Select this option to place the results of this operation starting at the worksheet location specified in the box to the right of this option.

 

Plot

Check this box to plot the results of this operation.

 

Refer to Specifying Output Locations for additional information on this subject.

 

Options

 

Maximum Delay

Specifies the maximum time delay at which the average mutual information function will be calculated.  Type in this box an integer greater than 0 and smaller or equal to 1024 for the maximum time delay at which you want to calculate the average mutual information.  The default is 50.

 

Number of Bins

Specifies the number of boxes that are used for the partitions. Type in this box an integer greater than 1 and smaller or equal to 64.  The default is 32.

 

 

Logarithmic Base

 

Base 2

Select this option if you prefer to use base-2 logarithms for calculating the average mutual information function.

 

Base 10

Select this option if you prefer to use base-10 logarithms for calculating the average mutual information function.

 

Natural

Select this option if you prefer to use natural logarithms for calculating the average mutual information function.

 

OK

Closes the dialog box and carries out this operation.

 

Cancel

Closes the dialog box without carrying out this operation.