Determination of the proper embedding parameters for noisy time series

dc.creatorLee, Jeong-No
dc.creatorSoh, Kwang-Sup
dc.date1999-04-22
dc.date1999-06-23
dc.date.accessioned2026-07-07T02:35:43Z
dc.date.available2026-07-07T02:35:43Z
dc.descriptionWe 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.
dc.description12 pages, Revtex, 4 figures, minor corrections
dc.identifierhttps://arxiv.org/abs/chao-dyn/9904037
dc.identifierhttp://arxiv.org/abs/chao-dyn/9904037
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/15711
dc.subjectChaotic Dynamics
dc.titleDetermination of the proper embedding parameters for noisy time series
dc.typetext

Files

Collections