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Practical method for determining the minimum embedding dimension of a scalar time series

✍ Scribed by Liangyue Cao

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 553 KB
Volume: 110
Category: Article
ISSN: 0167-2789
DOI: 10.1016/s0167-2789(97)00118-8

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✦ Synopsis

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) can clearly distinguish deterministic signals from stochastic signals; (4) works well for time series from high-dimensional attractors; ( ) is computationally efficient. Several time series are tested to show the above advantages of the method.

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