Determination of Phase Spase Reconstruction Papameters of Chaotic Time Series

摘要：

A new method called C-C-I method is suggested, whi.ch can amend some drawbacks that theoriginal C-C method exists. Based on the theory of the chaotic system period N, a new quantity Scor(t) to estimate the delay time window of the chaotic time series is given by direct computing the time series quantity S(m, N, r, t), and by which the delay time window can be found. The optimal delay time window is taken as the first period of the chaotic time series and a local minimum of Scor(t). Only the first local minimum of the average of zJSz(t) is needed to ascertain the optimal delay time. The parameter of the C-C method--embedding dimension m is adjusted rationally, and the estimates of the optimal delay time and the optimal delay time window are more appropriate. The robustness of the C-C-1 method reaches 40％,whereas that of the C-C method is 30％.

关键词： Phase space reconstruction Embedding window Delay time Time series

作者: Wei-dong Cai Dong-yuan Gu Bing-ru Yang

作者单位: School of Information Science and Engineering, University of Jinan, Jinan 250022, PRC;School of In School of Economics and Management, University of Science and Technology Beijing, Beijing 100083, PR School of Information Engineering, University of Science and Technology Beijing, Beijing 100083, PRC

会议类型: 国际会议

会议名称: 第四届亚太地区混沌控制与同步会议(The Fourth Asia-Pacific Workshop on Chaos Control and Synchronization)

会议地点: 哈尔滨

会议语种:英文

页码: 306-314

在线出版日期: 2007-08-24（万方平台首次上网日期，不代表论文的发表时间）