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

Comments and Ratings (12)

Sami A

Sami A (view profile)

horas man

how could i calculate the optimal value of 'm' and 'tau' ?
thanks

nimmy t

nimmy t

How can we get mmax

wu

wu (view profile)

mirwais

mirwais (view profile)

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

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

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

Long

Long (view profile)

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?

mirwais

mirwais (view profile)

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".

bacha

bacha (view profile)

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

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