2016/05/05 by Aniruddha Tamma, Tamma, Aniruddha, Bhaskar Khubchandani +1
Computer Science · Engineering · #Blind Source Separation Techniques #Chaotic Dynamics (nlin.CD) #FOS: Physical sciences #Fault Detection and Control Systems
paper · pdf · doi:10.48550/arxiv.1605.01571
openalex publication_date 2016/05/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
A new and accurate method to determine the time delay and embedding dimension for state space reconstruction of a high dimensional system from a scalar time series using time delay embedding is presented. The time delay is obtained to unprecedented accuracy by evaluating the minima of a newly defined dimension deviation function. The efficacy of our method is tested by applying it to the Lorenz system and the Mackey-Glass system. A good agreement is obtained between the shape and embedding dimension of the physical system attractor(s) and the corresponding reconstruction(s) for both the systems studied. This, along with a heuristic argument provide a validation of the proposed method.