Determination of phase-space reconstruction parameters of chaotic time series

Cai, Wei-Dong, Qin, Yi-Qing, and Yang, Bing Ru. "Determination of phase-space reconstruction parameters of chaotic time series." Kybernetika 44.4 (2008): 557-570. <http://eudml.org/doc/33950>.

@article{Cai2008,
abstract = {A new method called C-C-1 method is suggested, which can improve some drawbacks of the original C-C method. Based on the theory of period N, a new quantity S(t) for estimating the delay time window of a chaotic time series is given via direct computing a time-series quantity S(m,N,r,t), from which the delay time window can be found. The optimal delay time window is taken as the first period of the chaotic time series with a local minimum of S(t). Only the first local minimum of the average of a quantity Δ S2(t) is needed to ascertain the optimal delay time. The parameter of the C-C method - embedding dimension $m$ - is adjusted rationally. In the new method, the estimates of the optimal delay time and the optimal delay time window are more appropriate. The robustness of the C-C-1 method reaches 40},
author = {Cai, Wei-Dong, Qin, Yi-Qing, Yang, Bing Ru},
journal = {Kybernetika},
keywords = {phase-space reconstruction; embedding window; delay time; time series; phase-space reconstruction; embedding window; delay time; time series},
language = {eng},
number = {4},
pages = {557-570},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Determination of phase-space reconstruction parameters of chaotic time series},
url = {http://eudml.org/doc/33950},
volume = {44},
year = {2008},
}

TY - JOUR
AU - Cai, Wei-Dong
AU - Qin, Yi-Qing
AU - Yang, Bing Ru
TI - Determination of phase-space reconstruction parameters of chaotic time series
JO - Kybernetika
PY - 2008
PB - Institute of Information Theory and Automation AS CR
VL - 44
IS - 4
SP - 557
EP - 570
AB - A new method called C-C-1 method is suggested, which can improve some drawbacks of the original C-C method. Based on the theory of period N, a new quantity S(t) for estimating the delay time window of a chaotic time series is given via direct computing a time-series quantity S(m,N,r,t), from which the delay time window can be found. The optimal delay time window is taken as the first period of the chaotic time series with a local minimum of S(t). Only the first local minimum of the average of a quantity Δ S2(t) is needed to ascertain the optimal delay time. The parameter of the C-C method - embedding dimension $m$ - is adjusted rationally. In the new method, the estimates of the optimal delay time and the optimal delay time window are more appropriate. The robustness of the C-C-1 method reaches 40
LA - eng
KW - phase-space reconstruction; embedding window; delay time; time series; phase-space reconstruction; embedding window; delay time; time series
UR - http://eudml.org/doc/33950
ER -