Abstract
A paradigm for optimal state-space reconstruction with nonuniform time delays is proposed. A comparison based on a diffeomorphic measure and a smoothness cost function shows that the proposed methodology achieves a better reconstruction compared to a reconstruction based on time delays that are multiples of the first minimum of mutual information. It is also shown how the proposed methodology is a more reliable approach to determining the embedding dimension.
1 More- Received 12 October 2011
DOI:https://doi.org/10.1103/PhysRevE.87.022905
©2013 American Physical Society