An upper bound for the proper delay time in chaotic time-series analysis

Y C Lai, D Lerner, R Hayden, Ying-Cheng Lai

Research output: Contribution to journalArticlepeer-review

16 Citations (Scopus)

Abstract

We establish an upper bound for the proper delay time in chaotic time series analysis using delay-coordinate embeddings. The derivation is based on analyzing the effective scaling regime in the computation of the correlation dimension using the Grassberger-Procaccia algorithm. Numerical results agree with the theoretical prediction.

Original languageEnglish
Pages (from-to)30-34
Number of pages5
JournalPhysics Letters A
Volume218
Issue number1-2
Publication statusPublished - 29 Jul 1996

Keywords

  • STRANGE ATTRACTORS
  • CORRELATION DIMENSION
  • PLATEAU ONSET
  • INFORMATION
  • DYNAMICS
  • SYSTEMS
  • OCCUR

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