File Exchange

image thumbnail

Minimum embedding dimension

version 1.0 (1.6 KB) by

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



View License

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' ?

nimmy t

nimmy t

How can we get mmax


wu (view profile)


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


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 (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 (view profile)

hi mirwais
tell me please what did you mean by E1

MATLAB Release
MATLAB 7.10 (R2010a)

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video