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Selection of Optimal Embedding Parameters Applied to Short and Noisy Time Series from R?ssler System

机译:Rssler系统中用于短噪声时间序列的最佳嵌入参数的选择

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摘要

Throughout scientific research, the state space reconstruction that embeds a non-linear time series is the first and necessary step for characterizing and predicting the behavior of a complex system. This requires to choose appropriate values of time delay T and embedding dimension dE. Three methods are applied and discussed on nonlinear time series provided by the R style="white-space:nowrap;">össler attractor equations set: Cao’s method, the C-C method developed by Kim et al. and the C-C-1 method developed by Cai et al. A way to fix a parameter necessary to implement the last method is given. Focus has been put on small size and/or noisy time series. The reconstruction quality is measured by using a criterion based on the transformation smoothness.
机译:在整个科学研究中,嵌入非线性时间序列的状态空间重构是表征和预测复杂系统行为的第一步,也是必不可少的步骤。这要求选择适当的时间延迟 T 值和嵌入尺寸 d E 。在Rspanler吸引子方程组提供的非线性时间序列上应用和讨论了三种方法:Cao法,Kim et开发的CC法等人和Cai 等人开发的CC-1方法。给出了固定实现最后一种方法所必需的参数的方法。重点放在小尺寸和/或嘈杂的时间序列上。通过使用基于变换平滑度的标准来测量重建质量。

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