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 language | English (US) |
|---|---|
| Pages (from-to) | 30-34 |
| Number of pages | 5 |
| Journal | Physics Letters, Section A: General, Atomic and Solid State Physics |
| Volume | 218 |
| Issue number | 1-2 |
| DOIs | |
| State | Published - Jul 29 1996 |
ASJC Scopus subject areas
- Physics and Astronomy(all)
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Cite this
Lai, Y. C., Lerner, D., & Hayden, R. (1996). An upper bound for the proper delay time in chaotic time-series analysis. Physics Letters, Section A: General, Atomic and Solid State Physics, 218(1-2), 30-34. https://doi.org/10.1016/0375-9601(96)00408-2