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.
|Number of pages||8|
|Journal||Physical Review E - Statistical, Nonlinear, and Soft Matter Physics|
|Publication status||Published - 2013|