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  HomeContents of Chinese Journal of Mechanical Engineering 2005 No.10METHOD OF DETERMINING EMBEDDING DIMENSION IN PHASE-SPACE RECONSTRUCTION BASED ON DISTANCE SET OF PHASE POINTS
METHOD OF DETERMINING EMBEDDING DIMENSION IN PHASE-SPACE RECONSTRUCTION BASED ON DISTANCE SET OF PHASE POINTS

 

Yue Yihong  Han Wenxiu  Wang Jian

(Management School, Tianjin University, Tianjin 300072)

 

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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