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.
|Original language||English (US)|
|Number of pages||5|
|Journal||Physics Letters, Section A: General, Atomic and Solid State Physics|
|State||Published - Jul 29 1996|
ASJC Scopus subject areas
- Physics and Astronomy(all)