Nonlinear Sciences – Chaotic Dynamics
Scientific paper
1999-04-22
Nonlinear Sciences
Chaotic Dynamics
12 pages, Revtex, 4 figures, minor corrections
Scientific paper
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.
Lee Jeong-No
Soh Kwang-Sup
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