Computation of Optimal Embedding Dimension and Time Lag in Reconstruction of Phase Space Based on Correlation Integral

摘要

Many characteristic invariants including Lyapunov exponent, fractal dimension, and Kolmogorov entropy can be used to measure the chaotic degree of dynamics system. A statistical computation method to determine the optimal embedding dimension and time lag parameter in reconstruction of phase space via the method of delay coordinates status space reconstruction to calculate the correlation function was introduced in this paper. Some scenarios for research on chaotic time series analysis have been also put forward.