中国物理B ›› 1997, Vol. 6 ›› Issue (3): 172-182.doi: 10.1088/1004-423X/6/3/002

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ANALYSIS ON THE EMBEDDING CHARACTER OF TIME SERIES RECONSTRUCTION

陈式刚1, 杨志安2   

  1. (1)Center for Nonlinear Studies, Institute of Applied Physics and Computational Mathematics, Beijing 100088, China; (2)Graduate School, China Academy of Engineering Physics, Beijing 100088, China,and Department of Physics, Xinjiang University, Urumqi 830046, China
  • 收稿日期:1996-01-10 出版日期:1997-03-20 发布日期:1997-03-20
  • 基金资助:
    Project supported by the National Basic Research Project of China, and the National Natural Science Foundation of China.

ANALYSIS ON THE EMBEDDING CHARACTER OF TIME SERIES RECONSTRUCTION

YANG ZHI-AN (杨志安)a, CHEN SHI-GANG (陈式刚)b   

  1. a Graduate School, China Academy of Engineering Physics, Beijing 100088, China, and Department of Physics, Xinjiang University, Urumqi 830046, China; b Center for Nonlinear Studies, Institute of Applied Physics and Computational Mathematics, Beijing 100088, China
  • Received:1996-01-10 Online:1997-03-20 Published:1997-03-20
  • Supported by:
    Project supported by the National Basic Research Project of China, and the National Natural Science Foundation of China.

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摘要： A method is proposed to analyze embedding character of the reconstruction by calculating the ratio of two volumes in two reconstructed phase spaces. By this method the embedding dimension and the delay time are found. The R?ssler system is discussed as a special model.

Abstract: A method is proposed to analyze embedding character of the reconstruction by calculating the ratio of two volumes in two reconstructed phase spaces. By this method the embedding dimension and the delay time are found. The R$\ddot{\rm o}$ssler system is discussed as a special model.

中图分类号:  (Time series analysis)

  • 05.45.Tp
02.10.Ud (Linear algebra) 02.30.Hq (Ordinary differential equations)