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Minimum embedding dimension

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Provides both phase space reconstruction and finding minimum embedding dimension with Cao's method.

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Description

The outputs are E1 and E2 that are shown on graph.Codes were tested with Lorenz and Rossler time series.

Required Products MATLAB
MATLAB release MATLAB 7.10 (R2010a)
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Comments and Ratings (7)
10 Jul 2014 wu  
09 Jul 2014 mirwais

mmax means max embedding dimension. it is used for drawing the graphs of E(m)and Ey(m)

08 Jul 2014 Awadhesh Ranjan

Hello Mirwais,
Can you please elaborate what do you mean my mmax?

05 Apr 2014 Meng Lu

As neardis(2)is the denominator in the equation.Sometimes occur problem(Inf,NaN,...)

Add: if neardis(2)==0
neardis(2)=1e-6;
end

10 Mar 2014 Long

hi mirwais,
recently, i use your codes of cao's method to process some data,so i have some questions.
1, are you sure that your codes are totally referred to that paper?
2, could your codes be used to process all kinds of data?

22 May 2013 mirwais

Hi bacha,
E1 and E2 is used for calculaing minimm embedding dimension and you can find detailed information in the article of Cao called "Practical method for determining the minimum embedding dimension of a scalar time series".

22 May 2013 bacha

hi mirwais
tell me please what did you mean by E1
E2

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