Open AccessANALYSIS OF TIME SERIES RECONSTRUCTION FOR DYNAMIC SYSTEM
Author(s) -
Zhou Yang,
Shigang Chen,
Guangrui Wang
Publication year - 1996
Publication title -
wuli xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.199
H-Index - 47
ISSN - 1000-3290
DOI - 10.7498/aps.45.904
Subject(s) - transformation (genetics) , series (stratigraphy) , jacobian matrix and determinant , dimension (graph theory) , computer science , lyapunov exponent , stability (learning theory) , topology (electrical circuits) , mathematics , pure mathematics , artificial intelligence , paleontology , biochemistry , chemistry , combinatorics , machine learning , gene , chaotic , biology
The topological properties of the delay-time reconstruction transformation of dynamic system are analysed by means of the Jacobian of the transformation. Results show that the topological properties depend not only on the reconstructing dimension, but also on the delay time, and on the conditional stability of a time series itself. The conditional Lyapunov exponent is used to judge whether a time series is good or bad. As an example, the R?ssler system is discussed.