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

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 -