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Selection of Delay Time Window and Delay Time in Phase Space Reconstruction

机译:相空间重构中延迟时间窗口和延迟时间的选择

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A new method called C-C-3 method is suggested, which can amend at least 4 drawbacks of the C-C method (which is a popular method of the phase space reconstruction). The correlation integral algorithm of the time series is improved; and based on the theory of the chaotic system period N, the first local minimum of S3_cor(t) which can show the period N of the chaotic time series is looked for, and by which the optimal delay time window can be determined. Only the first local minimum of the average S3(t) is wanted to estimate the optimal delay time. The results by the new method are more stable and more appropriate. Furthermore, The robustness of the C-C-3 method reaches 70%, whereas that of the C-C method is 30%. Keywords: Delay Time Window; Delay Time; Correlation Integral; Phase Space Reconstruction
机译:提出了一种新的称为C-C-3方法的方法,该方法可以弥补C-C方法(相空间重构的一种流行方法)的至少4个缺点。改进了时间序列的相关积分算法;并基于混沌系统周期N的理论,寻找可以显示混沌时间序列的周期N的第一局部最小值S3_cor(t),并据此确定最佳延迟时间窗口。仅期望平均值S3(t)的第一局部最小值来估计最佳延迟时间。新方法的结果更稳定,更合适。此外,C-C-3方法的鲁棒性达到70%,而C-C方法的鲁棒性为30%。关键字:延迟时间窗;延迟时间;相关积分;相空间重构

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