Information and entropy in strange attractors

A technique for analyzing time-series data from experiments is presented that provides estimates of four basic characteristics of a system: (1) the measure-theoretic entropy; (2) the accuracy of the measurements; (3) the number of measurements necessary to specify a system state; and (4) the best delay time T to use in order to construct phase space portraits by the method of delays. These characteristics are obtained by separating the entropy of measurements into a part due to noise and parts due to deterministic effects. For the technique to work, the noise associated with each measurement must be independent of the noise associated with all other measurements. An algorithm for implementing the analysis is presented with three examples.>