c语言延时的算法,1-c-c算法(延迟时间确定)资料.pdf

Physica D 127 (1999) 48–60

Nonlinear dynamics, delay times, and embedding windows

H.S. Kim1a , R. Eykholt b, J.D. Salas c

a Department of Civil Engineering, Colorado State University, Fort Collins, CO 80523, USA

b Department of Physics, Colorado State University, Fort Collins, CO 80523, USA

c Hydrologic Science and Engineering Program, Department of Civil Engineering, Colorado State University, Fort Collins, CO 80523, USA

Received 11 September 1996; received in revised form 10 January 1998; accepted 12 August 1998

Communicated by A.M. Albano

Abstract

In order to construct an embedding of a nonlinear time series, one must choose an appropriate delay time d . Often, d is

estimated using the autocorrelation function; however, this does not treat the nonlinearity appropriately, and it may yield an

incorrect value for d . On the other hand, the correct value of d can be found from the mutual information, but this process is

rather cumbersome computationally. Here, we suggest a simpler method for estimating d using the correlation integral. We

call this the C–C method, and we test it on several nonlinear time series, obtaining estimates of d in agreement with those

obtained using the mutual information. Furthermore, some researchers have suggested that one should not choose a fixed

delay time d , independent of the embedding dimension , but, rather, one should choose an appropriate value for the delay

time window w − 1 , which is the total time spanned by the components of each embedded point. Unfortunately, w

cannot be estimated using the autocorrelation function or the mutual information, and no standard procedure for estimating

w has emerged. However, we show that the C–C method can also be used to