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On the embedding-dimension analysis of AE and AL time series

✍ Scribed by Shan, Lin-Hua; Goertz, Christoph K.; Smith, Robert A.

Book ID
119685548
Publisher
American Geophysical Union
Year
1991
Tongue
English
Weight
414 KB
Volume
18
Category
Article
ISSN
1944-8007

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Practical method for determining the min
Practical method for determining the minimum embedding dimension of a scalar time series
✍ Liangyue Cao πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 553 KB

A practical method is proposed to determine the minimum embedding dimension from a scalar time series. It has the following advantages: (1) does not contain any subjective parameters except for the time-delay for the embedding; (2) does not strongly depend on how many data points are available; (3)