Accurate determination of time delay and embedding dimension for state space reconstruction from a scalar time series
Chaotic Dynamics
2016-05-06 v1
Abstract
A new and accurate method to determine the time delay and embedding dimension for state space reconstruction of a high dimensional system from a scalar time series using time delay embedding is presented. The time delay is obtained to unprecedented accuracy by evaluating the minima of a newly defined dimension deviation function. The efficacy of our method is tested by applying it to the Lorenz system and the Mackey-Glass system. A good agreement is obtained between the shape and embedding dimension of the physical system attractor(s) and the corresponding reconstruction(s) for both the systems studied. This, along with a heuristic argument provide a validation of the proposed method.
Keywords
Cite
@article{arxiv.1605.01571,
title = {Accurate determination of time delay and embedding dimension for state space reconstruction from a scalar time series},
author = {Aniruddha Tamma and Bhaskar Lachman Khubchandani},
journal= {arXiv preprint arXiv:1605.01571},
year = {2016}
}