An upper bound for the proper delay time in chaotic time-series analysis

Ying Cheng Lai, David Lerner, Robert Hayden

Research output: Contribution to journalArticle

15 Scopus citations

Abstract

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 languageEnglish (US)
Pages (from-to)30-34
Number of pages5
JournalPhysics Letters, Section A: General, Atomic and Solid State Physics
Volume218
Issue number1-2
DOIs
StatePublished - Jul 29 1996

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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