基于Gram-Charlier展开的相空间重构时间延迟选择方法

Time delay determination for phase space reconstruction based on Gram-Charlier expansion technique

时间延迟是相空间重构中的一个关键参数。利用冗余度作为标准来选择时间延迟具备充分的理论依据,然而冗余度的计算在实现上比较困难。基于概率密度的G ram-Charlier展开式,提出了一种简化的计算方法,该方法显著降低了冗余度计算的复杂度,使得冗余度方法能够有效地应用于相空间重构时间延迟的选择。

Time delay is a key parameter in phase space reconstruction. It has a sound theoretic basis using redundancy as criteria to determine time delay, but redundancy is difficult to calculate in practice. This paper introduces a new simplified method for redundancy calculation, which is based on the Gram-Charlier expansion of probability density function and can notably reduce the computational complexity of the redundancy. The introduced method ensures that the redundancy can be more effectively used in time delay determination for phase space reconstruction.