title: Optimal state-space reconstruction using derivatives on projected manifold.
abstract: A paradigm for optimal state-space reconstruction with nonuniform time delays is proposed. A comparison based on a diffeomorphic measure and a smoothness cost function shows that the proposed methodology achieves a better reconstruction compared to a reconstruction based on time delays that are multiples of the first minimum of mutual information. It is also shown how the proposed methodology is a more reliable approach to determining the embedding dimension.
authors.affiliation: Department of Physics and Astronomy, Macquarie University, Sydney, Australia. chetan.nichkawde@mq.edu.au
authors.forename: Chetan
authors.initials: C
authors.lastname: Nichkawde
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D008962:Models, Theoretical; D017711:Nonlinear Dynamics