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

Y C  Lai; D  Lerner; R  Hayden; Ying-Cheng Lai

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

Y C Lai, D Lerner, R Hayden, Ying-Cheng Lai

Physics

Research output: Contribution to journal › Article › peer-review

18 Citations (Scopus)

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
Pages (from-to)	30-34
Number of pages	5
Journal	Physics Letters A
Volume	218
Issue number	1-2
Publication status	Published - 29 Jul 1996

Keywords

STRANGE ATTRACTORS
CORRELATION DIMENSION
PLATEAU ONSET
INFORMATION
DYNAMICS
SYSTEMS
OCCUR

Cite this

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title = "An upper bound for the proper delay time in chaotic time-series analysis",

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.",

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AU - Lerner, D

AU - Hayden, R

AU - Lai, Ying-Cheng

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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.

KW - STRANGE ATTRACTORS

KW - CORRELATION DIMENSION

KW - PLATEAU ONSET

KW - INFORMATION

KW - DYNAMICS

KW - SYSTEMS

KW - OCCUR

M3 - Article

SN - 0375-9601

VL - 218

SP - 30

EP - 34

JO - Physics Letters A

JF - Physics Letters A

IS - 1-2

ER -

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

Abstract

Keywords

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