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 journalArticle

15 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

Cite this

Lai, Y. C., Lerner, D., Hayden, R., & Lai, Y-C. (1996). An upper bound for the proper delay time in chaotic time-series analysis. Physics Letters A, 218(1-2), 30-34.

An upper bound for the proper delay time in chaotic time-series analysis. / Lai, Y C ; Lerner, D ; Hayden, R ; Lai, Ying-Cheng.

In: Physics Letters A, Vol. 218, No. 1-2, 29.07.1996, p. 30-34.

Research output: Contribution to journalArticle

Lai, YC, Lerner, D, Hayden, R & Lai, Y-C 1996, 'An upper bound for the proper delay time in chaotic time-series analysis', Physics Letters A, vol. 218, no. 1-2, pp. 30-34.
Lai YC, Lerner D, Hayden R, Lai Y-C. An upper bound for the proper delay time in chaotic time-series analysis. Physics Letters A. 1996 Jul 29;218(1-2):30-34.
Lai, Y C ; Lerner, D ; Hayden, R ; Lai, Ying-Cheng. / An upper bound for the proper delay time in chaotic time-series analysis. In: Physics Letters A. 1996 ; Vol. 218, No. 1-2. pp. 30-34.
@article{a6c93016cb2a4f6cb856ffe194ca3464,
title = "An upper bound for the proper delay time in chaotic time-series analysis",
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.",
keywords = "STRANGE ATTRACTORS, CORRELATION DIMENSION, PLATEAU ONSET, INFORMATION, DYNAMICS, SYSTEMS, OCCUR",
author = "Lai, {Y C} and D Lerner and R Hayden and Ying-Cheng Lai",
year = "1996",
month = "7",
day = "29",
language = "English",
volume = "218",
pages = "30--34",
journal = "Physics Letters A",
issn = "0375-9601",
publisher = "Elsevier",
number = "1-2",

}

TY - JOUR

T1 - An upper bound for the proper delay time in chaotic time-series analysis

AU - Lai, Y C

AU - Lerner, D

AU - Hayden, R

AU - Lai, Ying-Cheng

PY - 1996/7/29

Y1 - 1996/7/29

N2 - 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.

AB - 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.

KW - STRANGE ATTRACTORS

KW - CORRELATION DIMENSION

KW - PLATEAU ONSET

KW - INFORMATION

KW - DYNAMICS

KW - SYSTEMS

KW - OCCUR

M3 - Article

VL - 218

SP - 30

EP - 34

JO - Physics Letters A

JF - Physics Letters A

SN - 0375-9601

IS - 1-2

ER -