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Phys. Rev. E 71, 037204 (2005) [4 pages]

Nearest neighbor embedding with different time delays

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Sara P. Garcia*
Biomathematics Group, Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa, Rua da Quinta Grande 6, 2780-156 Oeiras, Portugal

Jonas S. Almeida
Department of Biostatistics, Bioinformatics and Epidemiology, Medical University of South Carolina, 135 Cannon Street, Charleston, South Carolina 29425, USA

Received 11 November 2004; published 29 March 2005

A nearest neighbor based selection of time delays for phase space reconstruction is proposed and compared to the standard use of time delayed mutual information. The possibility of using different time delays for consecutive dimensions is considered. A case study of numerically generated solutions of the Lorenz system is used for illustration. The effect of contamination with various levels of additive Gaussian white noise is discussed.

© 2005 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevE.71.037204
DOI:
10.1103/PhysRevE.71.037204
PACS:
05.45.Tp, 05.40.Ca

*Email address: spinto@itqb.unl.pt