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Minimum embedding dimension

3.5 | 4 ratings Rate this file 7 Downloads (last 30 days) File Size: 1.6 KB File ID: #36935 Version: 1.0

Minimum embedding dimension


mirwais (view profile)


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.

Required Products MATLAB
MATLAB release MATLAB 7.10 (R2010a)
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Comments and Ratings (10)
17 Apr 2016 nimmy t

17 Apr 2016 nimmy t

How can we get mmax

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10 Jul 2014 wu

wu (view profile)

09 Jul 2014 mirwais

mirwais (view profile)

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

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08 Jul 2014 Awadhesh Ranjan

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

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05 Apr 2014 Meng Lu

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

Add: if neardis(2)==0

10 Mar 2014 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?

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22 May 2013 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".

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22 May 2013 bacha

bacha (view profile)

hi mirwais
tell me please what did you mean by E1

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