LOCAL FALSE NEAREST NEIGHBORS AND DYNAMIC DIMENSIONS FROM OBSERVED CHAOTIC DATA

被引:188
|
作者
ABARBANEL, HDI [1 ]
KENNEL, MB [1 ]
机构
[1] UNIV CALIF SAN DIEGO,SCRIPPS INST OCEANOG,MARINE PHYS LAB,LA JOLLA,CA 92093
来源
PHYSICAL REVIEW E | 1993年 / 47卷 / 05期
关键词
D O I
10.1103/PhysRevE.47.3057
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
The time delay reconstruction of the state space of a system from observed scalar data requires a time lag and an integer embedding dimension. The minimum necessary global embedding dimension d(E) may still be larger than the actual dimension of the underlying dynamics d(L). The embedding theorem only guarantees that the attractor of the system is fully unfolded using d(E) greater than 2d(A), with d(A) the fractal attractor dimension. Using the idea of local false nearest neighbors, we discuss methods for determining the integer-valued d(L).
引用
收藏
页码:3057 / 3068
页数:12
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