Algorithm Robustness Analysis for the Choice of Optimal Time Delay of Phase Space Reconstruction Based on Singular Entropy Method
The method of Delays is commonly used in state space reconstruction of chaotic time series, and the quality of attractor reconstruction of phase space is sensitive to the choice of embedding parameters, i.e. embedding dimension and time delay. In this paper, singular entropy (SE) is applied to choos...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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EDP Sciences
2016-01-01
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| Series: | MATEC Web of Conferences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1051/matecconf/20166304027 |
| _version_ | 1819133155348578304 |
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| author | Chen Zai Yu Yao Bao Heng Guo Mei Na |
| author_facet | Chen Zai Yu Yao Bao Heng Guo Mei Na |
| author_sort | Chen Zai Yu |
| collection | DOAJ |
| description | The method of Delays is commonly used in state space reconstruction of chaotic time series, and the quality of attractor reconstruction of phase space is sensitive to the choice of embedding parameters, i.e. embedding dimension and time delay. In this paper, singular entropy (SE) is applied to choose the optimal time delay in reconstructed dynamical system, and the comparisons of relevant results are made with the correlation function method by using singular value fraction (SVF). The robustness of singular entropy algorithm is further discussed, and it shows the advantage of the proposed method. |
| first_indexed | 2024-12-22T09:42:48Z |
| format | Article |
| id | doaj.art-cc43f0841ca24ad0bfc131802ab33072 |
| institution | Directory Open Access Journal |
| issn | 2261-236X |
| language | English |
| last_indexed | 2024-12-22T09:42:48Z |
| publishDate | 2016-01-01 |
| publisher | EDP Sciences |
| record_format | Article |
| series | MATEC Web of Conferences |
| spelling | doaj.art-cc43f0841ca24ad0bfc131802ab330722022-12-21T18:30:38ZengEDP SciencesMATEC Web of Conferences2261-236X2016-01-01630402710.1051/matecconf/20166304027matecconf_mmme2016_04027Algorithm Robustness Analysis for the Choice of Optimal Time Delay of Phase Space Reconstruction Based on Singular Entropy MethodChen Zai Yu0Yao Bao Heng1Guo Mei Na2China Offshore Oil Engineering Corporation, LtdInstitute of Oceanology, Shanghai Jiao Tong UniversityChina Offshore Oil Engineering Corporation, LtdThe method of Delays is commonly used in state space reconstruction of chaotic time series, and the quality of attractor reconstruction of phase space is sensitive to the choice of embedding parameters, i.e. embedding dimension and time delay. In this paper, singular entropy (SE) is applied to choose the optimal time delay in reconstructed dynamical system, and the comparisons of relevant results are made with the correlation function method by using singular value fraction (SVF). The robustness of singular entropy algorithm is further discussed, and it shows the advantage of the proposed method.http://dx.doi.org/10.1051/matecconf/20166304027singular entropyphase space reconstructionthe optimal time delayrobustness |
| spellingShingle | Chen Zai Yu Yao Bao Heng Guo Mei Na Algorithm Robustness Analysis for the Choice of Optimal Time Delay of Phase Space Reconstruction Based on Singular Entropy Method MATEC Web of Conferences singular entropy phase space reconstruction the optimal time delay robustness |
| title | Algorithm Robustness Analysis for the Choice of Optimal Time Delay of
Phase Space Reconstruction Based on Singular Entropy Method |
| title_full | Algorithm Robustness Analysis for the Choice of Optimal Time Delay of
Phase Space Reconstruction Based on Singular Entropy Method |
| title_fullStr | Algorithm Robustness Analysis for the Choice of Optimal Time Delay of
Phase Space Reconstruction Based on Singular Entropy Method |
| title_full_unstemmed | Algorithm Robustness Analysis for the Choice of Optimal Time Delay of
Phase Space Reconstruction Based on Singular Entropy Method |
| title_short | Algorithm Robustness Analysis for the Choice of Optimal Time Delay of
Phase Space Reconstruction Based on Singular Entropy Method |
| title_sort | algorithm robustness analysis for the choice of optimal time delay of phase space reconstruction based on singular entropy method |
| topic | singular entropy phase space reconstruction the optimal time delay robustness |
| url | http://dx.doi.org/10.1051/matecconf/20166304027 |
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