Determination of the proper embedding parameters for noisy time series

Jeong-No Lee; Kwang-Sup Soh

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arXiv · chao-dyn/9904037

Determination of the proper embedding parameters for noisy time series

Jeong-No Lee·Kwang-Sup Soh

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Abstract

We suggest an algorithm for determining the proper delay time and the minimum embedding dimension for Takens' delay-time embedding procedure. This method resorts to the rate of change of the spatial distribution of points on a reconstructed attractor with respect to the delay time, and can be successfully applied to a noisy time series which is too noisy to be discriminated from a sutructureless noisy time series by means of the correlation integral, and also indicates that the proper delay time depends on the embedding dimension.

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BibTeX RIS

Jeong-No Lee, Kwang-Sup Soh. 1999-06-23. Determination of the proper embedding parameters for noisy time series. https://arxiv.org/abs/chao-dyn/9904037

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