recovering the delay

36 views
Skip to first unread message

Abolfazl Ziaeemehr

unread,
Nov 3, 2020, 6:44:56 AM11/3/20
to Java Information Dynamics Toolkit (JIDT) discussion

Hi, 
I am following this article:
Momentary information transfer as a coupling measure of time series

and I could reproduce the results for Bidirectionally coupled logistic maps in using JIDT, but I stuck in the couple Lorenz oscillators and get something like this:

te.png

z.png

jarLocation = "./infodynamics.jar"
init_jvm(jarLocation)
method = "infodynamics.measures.continuous.kraskov"
calcClass = jp.JPackage(method).TransferEntropyCalculatorKraskov
calc = calcClass()

calc.setProperty("k", 4)
calc.setProperty("k_TAU", "1")
calc.setProperty("l_TAU", "1")
calc.setProperty("k_HISTORY", "1")
calc.setProperty("l_HISTORY", "1")


for i_delay in range(len(DELAYs)):

    calc.setProperty("DELAY", str(DELAYs[i_delay]))
    calc.initialise()
    calc.startAddObservations()
    for trial in range(num_trials):
        source = data["z1"][trial]
        target = data["z2"][trial]

        calc.addObservations(source, target)
    calc.finaliseAddObservations()
    result = calc.computeAverageLocalOfObservations()

The followed the parameters of the paper. integration step is 0.001, observation step is 50 (every 50 time step record the coordinates), I tried with noise and without noise and search for different delay values. 
delay: tau_12 = 1, which is equivalent to 50 time step. I search for delays 40 to 60. 
I use Z1 and Z2 for analysis of information measurements.

I don't know what I am doing wrong?
I  am using latest version of JIDT and my OS is ubuntu 18.04.

Thanks in  advance for any guide.

Abolfazl Ziaeemehr

unread,
Nov 4, 2020, 10:34:02 AM11/4/20
to Java Information Dynamics Toolkit (JIDT) discussion
I used the simulation data in TRENTOOL package that implemented this example,  here (https://github.com/trentool/TRENTOOL3_exampledata/tree/master/Lorenz_2_systems)
and I used jidt fot calculation of the TE.

te.png
the result with AUTO_EMBED_METHOD", "RAGWITZ" 
AUTO_EMBED_TAU_SEARCH_MAX="3",
AUTO_EMBED_K_SEARCH_MAX="3",
AUTO_EMBED_RAGWITZ_NUM_NNS="4"
the maximum value of TE was 0.055501 at 48.
The correct value of delay is 45.
and without autoembeding:
te.png
It that good enough?
I appreciate if someone know how to make the it better. 
Reply all
Reply to author
Forward
0 new messages