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Keywords:
phase-space reconstruction; embedding window; delay time; time series
phase-space reconstruction; embedding window; delay time; time series
Summary:
A new method called C-C-1 method is suggested, which can improve some drawbacks of the original C-C method. Based on the theory of period N, a new quantity S(t) for estimating the delay time window of a chaotic time series is given via direct computing a time-series quantity S(m,N,r,t), from which the delay time window can be found. The optimal delay time window is taken as the first period of the chaotic time series with a local minimum of S(t). Only the first local minimum of the average of a quantity Δ S2(t) is needed to ascertain the optimal delay time. The parameter of the C-C method - embedding dimension $m$ - is adjusted rationally. In the new method, the estimates of the optimal delay time and the optimal delay time window are more appropriate. The robustness of the C-C-1 method reaches 40
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