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Abstract: The
defects of FNN-L method are analyzed, and a novel FNN-D method of
determining embedding dimension in phase-space reconstruction based on
distance set of phase points is proposed. The principle and algorithm
procedure of this method are systematically demonstrated from theory
aspect. On this basis, its calculating steps are summarized. In the end,
the characteristics of the suggested method are investigated based on
power load time series. Simulation results show that the new method
isn’t sensitive to time delay of phase-space reconstruction; At the same
time, by means of comparing with FNN-L method, the fact that FNN-D
method can choose more proper embedding dimension is verified.
Key words: FNN-L method FNN-D method Distance set Time series
Embedding dimension Time delay Power load
CLC No: TN751
国家自然科学基金资助项目(79970043).
Received 20041022, received in revised form 20050211
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