1-c-c算法(延迟时间确定).pdfVIP

Physica D 127 (1999) 48–60 Nonlinear dynamics, delay times, and embedding windows H.S. Kim1a , R. Eykholt b, J.D. Salas c a Department of Civil Engineering, Colorado State University, Fort Collins, CO 80523, USA b Department of Physics, Colorado State University, Fort Collins, CO 80523, USA c Hydrologic Science and Engineering Program, Department of Civil Engineering, Colorado State University, Fort Collins, CO 80523, USA Received 11 September 1996; received in revised form 10 January 1998; accepted 12 August 1998 Communicated by A.M. Albano Abstract In order to construct an embedding of a nonlinear time series, one must choose an appropriate delay time d . Often, d is estimated using the autocorrelation function; however, this does not treat the nonlinearity appropriately, and it may yield an incorrect value for d . On the other hand, the correct value of d can be found from the mutual information, but this process is rather cumbersome computationally. Here, we suggest a simpler method for estimating d using the correlation integral. We call this the C–C method, and we test it on several nonlinear time series, obtaining estimates of d in agreement with those obtained using the mutual information. Furthermore, some researchers have suggested that one should not choose a fixed delay time d , independent of the embedding dimension , but, rather, one should choose an appropriate value for the delay time window w − 1 , which is the total time spanned by the components of each embedded point. Unfortunately, w cannot be estimated using the autocorrelation function or the mutual information, and no standard procedure for estimating w has emerged. However, we show that the C–C method can also be used to