Does the selection of time delay τ values for computing measures that consider this parameter should depend on the sampling rate of the signal that is being analyzed with those measures?
What is the parameter you are trying to measure? can you be more specific? In general, the sampling time affects all the outputs of digital signal processing, and usually there is some criteria to determine the limits of the sampling time.
I'm supposing you are doing some analysis like entropy measurements. My experience is yes and we need to consider the sampling rate when using these estimators. I'm working on some entropy measures and I'm thinking for example what exactly will they measure for signals of high sampling frequency if we use a small time delay. I tried to discuss something about this in one of my papers. there are some developed algorithms that can help to estimate the time delay and also the embedding dimension.
If the question is addressed to entropy measurements I also consider as explained Mr. Peng Li that they are closely related and that this issue requires particular investigation. Another aspect that you must take in consideration is the fact related with the type of the values measured with the A/D devices. If you are using signals that have been detected using a sound card, you have to take care, because these devices only allow to detect the values as integers, and then the problem is not only the sampling rate the fact to take in consideration, but what kind of value we have obtained after A/D conversion. It is important that for these studies the values can be recorded as double values, it is, real numbers, and not integers. So, the question is interesting because a lot of aspects have to be considered.
Hi, thank you all very much for the quick response!
Tariq Abuhamdia, I was considering entropy measures in general and specifically permutation entropy. Thanks!
Peng Li, could you please send me the link where I can see your paper and also let me know where I can read more about those algorithms. Thanks in advance!
Since the analyzed signal is always finite, I am almost sure that the entropy of the signal will depend on the sampling rate. The answer will differ from sampling rate to another, and the higher the sampling rate and the more accurate result you may get if the signal length in time is sufficient. Anyways, your sampling frequency should not be below the Nyquist frequency.