CIFASIS 20631
CENTRO INTERNACIONAL FRANCO ARGENTINO DE CIENCIAS DE LA INFORMACION Y DE SISTEMAS
Unidad Ejecutora - UE
congresos y reuniones científicas
Título:
Optimal irregular delay embeddings
Autor/es:
UZAL, LUCAS C.; VERDES, PABLO F.
Lugar:
São José dos Campos, SP, Brasil
Reunión:
Conferencia; Dynamics Days South America 2010: International Conference on Chaos and Nonlinear Dynamics; 2010
Institución organizadora:
Instituto Nacional de Pesquisas Espaciais (INPE)
Resumen:
In this paper we propose a criterion to select an optimal state-space reconstruction of the dynamics of a physical system from time series. Optimal parameter values for the embedding dimension and time lags can be simultaneously selected by a global optimization of a proposed cost function. In particular, we explore the advantages of irregular time-delay embeddings, as opposed to homogeneous ones, for the reconstruction of dynamical systems.
