TY - JOUR
T1 - An upper bound for the proper delay time in chaotic time-series analysis
AU - Lai, Ying Cheng
AU - Lerner, David
AU - Hayden, Robert
N1 - Funding Information:
Y.C. Lai acknowledges partial support from AFOSR through grant no. F49620-96-l-0066 and a New Faculty Research Fund at the University of Kansas. This work was also supported by the Kansas Institute for Theoretical and Computational Science through the NSF/K*STAR EPSCoR Program.
PY - 1996/7/29
Y1 - 1996/7/29
N2 - We establish an upper bound for the proper delay time in chaotic time series analysis using delay-coordinate embeddings. The derivation is based on analyzing the effective scaling regime in the computation of the correlation dimension using the Grassberger-Procaccia algorithm. Numerical results agree with the theoretical prediction.
AB - We establish an upper bound for the proper delay time in chaotic time series analysis using delay-coordinate embeddings. The derivation is based on analyzing the effective scaling regime in the computation of the correlation dimension using the Grassberger-Procaccia algorithm. Numerical results agree with the theoretical prediction.
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U2 - 10.1016/0375-9601(96)00408-2
DO - 10.1016/0375-9601(96)00408-2
M3 - Article
AN - SCOPUS:0043016516
VL - 218
SP - 30
EP - 34
JO - Physics Letters, Section A: General, Atomic and Solid State Physics
JF - Physics Letters, Section A: General, Atomic and Solid State Physics
SN - 0375-9601
IS - 1-2
ER -