Determination of phase-space reconstruction parameters of chaotic time series

Title:

Determination of phase-space reconstruction parameters of chaotic time series

Creator:

Cai, Wei-Dong, Qin, Yi-Qing, and Yang, Bing-Ru

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:e8cb3d21-d66c-4185-8df3-b225e00bdc51
uuid:e8cb3d21-d66c-4185-8df3-b225e00bdc51

Subject:

phase-space reconstruction, embedding window, delay time, and time series

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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 , a new quantity for estimating the delay time window of a chaotic time series is given via direct computing a time-series quantity , 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 . Only the first local minimum of the average of a quantity 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 %, whereas that of the C-C method is 30 %.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[557]-570

Source:

Kybernetika | 2008 Volume:44 | Number:4

Harvested from:

CDK

Metadata only:

false