### 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 language | English |
---|---|

Pages (from-to) | 30-34 |

Number of pages | 5 |

Journal | Physics Letters A |

Volume | 218 |

Issue number | 1-2 |

Publication status | Published - 29 Jul 1996 |

### Keywords

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

### Cite this

*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.

Research output: Contribution to journal › Article

*Physics Letters A*, vol. 218, no. 1-2, pp. 30-34.

}

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 -