DETERMINATION OF PHASE-SPACE RECONSTRUCTION PARAMETERS OF CHAOTIC TIME SERIES

作者：Cai Wei Dong^*; Qin Yi Qing; Yang Bina Ru

来源：Kybernetika, 2008, 44(4): 557-570.

• phase-space reconstruction
• embedding window
• delay time
• time series

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 Delta S-2(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 axe more appropriate. The robustness of the C-C-1 method reaches 40 %, whereas that of the C-C method is 30 %.

• 出版日期2008
• 单位济南大学