An united algorithm for state space reconstruction

Jing Zhang, Yang Yu Fan, Hui Min Li, Hengyi Sun, Meng Jia

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Traditionally embedding parameters: embedding dimension m and delay time τ are determined separately in state space reconstruction of chaotic dynamical systems. While recently some researchers argued that delay time window τw = (m -1)τ should be determined first. In this paper we carry out a contrast test and come to a conclusion that m rather than τw is more crucial for the quality of reconstruction. And according to the different impact of these parameters we put forward an united algorithm of FNN (False Nearest Neighbors) and AD (Average Displacement) methods to select m and τ. Finally we apply our method to Rössler system and get satisfactory results.

Original languageEnglish
Title of host publication2011 International Conference on Information Science and Technology, ICIST 2011
Pages589-591
Number of pages3
DOIs
StatePublished - 2011
Event2011 International Conference on Information Science and Technology, ICIST 2011 - Nanjing, China
Duration: 26 Mar 201128 Mar 2011

Publication series

Name2011 International Conference on Information Science and Technology, ICIST 2011

Conference

Conference2011 International Conference on Information Science and Technology, ICIST 2011
Country/TerritoryChina
CityNanjing
Period26/03/1128/03/11

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