ANALYSIS ON THE EMBEDDING CHARACTER OF TIME SERIES RECONSTRUCTION

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 Rossler system is discussed as a special model.

[1]  F. Takens Detecting strange attractors in turbulence , 1981 .

[2]  Fraser,et al.  Independent coordinates for strange attractors from mutual information. , 1986, Physical review. A, General physics.

[3]  H. Abarbanel,et al.  Determining embedding dimension for phase-space reconstruction using a geometrical construction. , 1992, Physical review. A, Atomic, molecular, and optical physics.