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## Main Question or Discussion Point

So I am studying chaotic dynamical systems and I need to find mutual information between two chaotic time series say x(t) and y(t). Any help would be much appreciated.

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- Thread starter Prakhar Godara
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So I am studying chaotic dynamical systems and I need to find mutual information between two chaotic time series say x(t) and y(t). Any help would be much appreciated.

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_{i}, i=0, ±1, ±2, ±3, ...., that are the correlations between x_{j}and y_{j+i}. If there is a linear combination of cross correlations that is statistically significant, then the two series are probably related in some way. There are software statistical packages that you can use to obtain the cross correlations.

Actually finding correlation would only help us find any linear correlations but chaotic time series means non-linear correlations as well. For that we need to calculate the mutual information.

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Sorry. It sounds like you are really talking about information theory of chaotic systems. I have no knowledge on the subject.Actually finding correlation would only help us find any linear correlations but chaotic time series means non-linear correlations as well. For that we need to calculate the mutual information.

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