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Acta Physica Sinica (Overseas Edition), 1997, Vol. 6(3): 172-182    DOI: 10.1088/1004-423X/6/3/002
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ANALYSIS ON THE EMBEDDING CHARACTER OF TIME SERIES RECONSTRUCTION

YANG ZHI-AN (杨志安)a, CHEN SHI-GANG (陈式刚)b
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
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.
Received:  10 January 1996      Accepted manuscript online: 
PACS:  05.45.Tp (Time series analysis)  
  02.10.Ud (Linear algebra)  
  02.30.Hq (Ordinary differential equations)  
Fund: Project supported by the National Basic Research Project of China, and the National Natural Science Foundation of China.

Cite this article: 

YANG ZHI-AN (杨志安), CHEN SHI-GANG (陈式刚) ANALYSIS ON THE EMBEDDING CHARACTER OF TIME SERIES RECONSTRUCTION 1997 Acta Physica Sinica (Overseas Edition) 6 172

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