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物理学报  2010 

Study on the parameters determination for reconstructing phase-space in chaos time series
混沌时间序列重构相空间参数选取研究

Keywords: phase-space reconstruction of chaos,mutual information function,CAO method,embedding dimension
混沌相空间重构,
,互信息函数,,CAO方法,,嵌入维数

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Abstract:

The choice of delay time and embedding dimension have no correlation in the process of phase-space reconstruction. Based on this principle, a new idea for determining the embedding dimension is proposed. It uses CAO theory after determining the delay time by the mutual information function. Numerical simulations show that the method is applicable for determining the appropriate delay time and the best embedding dimension. The method can recover the original phase space from the time series effectively, and can be used as an effective method to identify the chaotic signal.

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