Optimal state-space reconstruction using derivatives on projected manifold

Chetan Nichkawde

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

Abstract

A paradigm for optimal state-space reconstruction with nonuniform time delays is proposed. A comparison based on a diffeomorphic measure and a smoothness cost function shows that the proposed methodology achieves a better reconstruction compared to a reconstruction based on time delays that are multiples of the first minimum of mutual information. It is also shown how the proposed methodology is a more reliable approach to determining the embedding dimension.
Original languageEnglish
Pages (from-to)022905-1-022905-8
Number of pages8
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume87
Issue number2
DOIs
Publication statusPublished - 2013

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