Reliable estimation of minimum embedding dimension through statistical analysis of nearest neighbors
D Chelidze - Journal of Computational and …, 2017 - asmedigitalcollection.asme.org
False nearest neighbors (FNN) is one of the essential methods used in estimating the
minimally sufficient embedding dimension in delay-coordinate embedding of deterministic …
minimally sufficient embedding dimension in delay-coordinate embedding of deterministic …
Method of false nearest neighbors: A cautionary note
DR Fredkin, JA Rice - Physical Review E, 1995 - APS
The method of false nearest neighbors [MB Kennel, R. Brown, and HDI Abarbanel, Phys.
Rev. A 45, 3403 (1992)] has been proposed for detecting deterministic structure in empirical …
Rev. A 45, 3403 (1992)] has been proposed for detecting deterministic structure in empirical …
False-nearest-neighbors algorithm and noise-corrupted time series
The false-nearest-neighbors (FNN) algorithm was originally developed to determine the
embedding dimension for autonomous time series. For noise-free computer-generated time …
embedding dimension for autonomous time series. For noise-free computer-generated time …
Identification of suitable embedding dimensions and lags for time series generated by chaotic, finite-dimensional systems
A Perinelli, L Ricci - Physical Review E, 2018 - APS
In the field of nonlinear dynamics, many methods have been proposed to tackle the issue of
optimally setting embedding dimension and lag in order to analyze sampled scalar signals …
optimally setting embedding dimension and lag in order to analyze sampled scalar signals …
Determining minimum embedding dimension from scalar time series
L Cao - Modelling and Forecasting Financial Data: Techniques …, 2002 - Springer
Determining embedding dimension is considered as one of the most important steps in
nonlinear time series modelling and prediction. A number of methods have been developed …
nonlinear time series modelling and prediction. A number of methods have been developed …
Neural network method for determining embedding dimension of a time series
A Maus, JC Sprott - communications in nonlinear science and numerical …, 2011 - Elsevier
A method is described for determining the optimal short-term prediction time-delay
embedding dimension for a scalar time series by training an artificial neural network on the …
embedding dimension for a scalar time series by training an artificial neural network on the …
Calculation of average mutual information (AMI) and false-nearest neighbors (FNN) for the estimation of embedding parameters of multidimensional time series in …
Using the method or time-delayed embedding, a signal can be embedded into higher-
dimensional space in order to study its dynamics. This requires knowledge of two …
dimensional space in order to study its dynamics. This requires knowledge of two …
Practical method for determining the minimum embedding dimension of a scalar time series
L Cao - Physica D: Nonlinear Phenomena, 1997 - Elsevier
A practical method is proposed to determine the minimum embedding dimension from a
scalar time series. It has the following advantages:(1) does not contain any subjective …
scalar time series. It has the following advantages:(1) does not contain any subjective …
Combined use of correlation dimension and entropy as discriminating measures for time series analysis
KP Harikrishnan, R Misra, G Ambika - Communications in Nonlinear …, 2009 - Elsevier
We show that the combined use of correlation dimension (D2) and correlation entropy (K2)
as discriminating measures can extract a more accurate information regarding the different …
as discriminating measures can extract a more accurate information regarding the different …
Effective scaling regime for computing the correlation dimension from chaotic time series
YC Lai, D Lerner - Physica D: Nonlinear Phenomena, 1998 - Elsevier
In the analysis of chaotic time series, a standard technique is to reconstruct an image of the
original dynamical system using delay coordinates. If the original dynamical system has an …
original dynamical system using delay coordinates. If the original dynamical system has an …