A NONLINEAR CORRELATION-FUNCTION FOR SELECTING THE DELAY-TIME IN DYNAMICAL RECONSTRUCTIONS

被引：47

作者：

AGUIRRE, LA

机构：

[1] Centro de Pesquisa em Engenharia Elétrica, Universidade Federal de Minas Gerais, 31270-901 Belo Horizonte, MG

来源：

PHYSICS LETTERS A | 1995年 / 203卷 / 2-3期

关键词：

D O I：

10.1016/0375-9601(95)00392-G

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

Numerical results discussed in this paper suggest that a function which detects nonlinear correlations in time series usually indicates shorter correlation times than the linear autocorrelation function which is often used for this purpose. The nonlinear correlation function can also detect changes in the data which cannot be distinguished by the linear counterpart. This affects a number of approaches for the selection of the delay time used in the reconstruction of nonlinear dynamics from a single time series based on time delay coordinates.

引用

页码：88 / 94

页数：7

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