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Algorithm Robustness Analysis for the Choice of Optimal Time Delay of Phase Space Reconstruction Based on Singular Entropy Method
Yao Baoheng * #
School of Naval,Architecture and Civil Engineering,Shanghai Jiaotong University
*Correspondence author
#Submitted by
Subject:
Funding: Ph.D. Programs Foundation of Ministry of Education of China （No.Grant NO.20070248103）, Natural Science Foundation of China（No.Grant NO.50909061）
Opened online:19 January 2011
Accepted by: none
Citation: Yao Baoheng.Algorithm Robustness Analysis for the Choice of Optimal Time Delay of Phase Space Reconstruction Based on Singular Entropy Method[OL]. [19 January 2011] http://en.paper.edu.cn/en_releasepaper/content/4406322
 
 
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, a new information measure based on singular entropy (SE) is proposed to choose the optimal time delay in reconstructed dynamical system, which differs from 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.
Keywords:Singular Entropy;Phase Space Reconstruction ; the optimal time delay;Robustness
 
 
 

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