I need to do phase reconstruction from time series data. In doing so, I encountered Takens' embedding theorem and Cao's minimum embedding dimension $d$ by nearest neighbor method. In paper "Optimal Embeddings of Chaotic Attractors from Topological Considerations" by Liebert et al., 1991, says that minimum embedding dimension for reconstruction should be less than $2m+1$. This confused me since I am aware of Whitney's embedding dimension which stated $d=2*m$ where $m$ is the fractal dimension. Then there is Kennel's method of false nearest neighbor. Can somebody please explain to me:
- What are the techniques for calculating embedding dimension?
- Difference between embedding dimension and correlation dimension?
- What is the technique of proving that a system has finite dimensionality after the signal passes through a filter?
- Can somebody tell me what is the formula for embedding dimension
- should it be Cao's method or Kennel's false nearest neighbor method.
No comments:
Post a Comment