Applied Mathematics and Mechanics (English Edition) ›› 2000, Vol. 21 ›› Issue (11): 1237-1245.

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AN ANALYTIC AND APPLICATION TO STATE SPACE RECONSTRUCTION ABOUT CHAOTIC TIME SERIES

MA Jun-hai1, CHEN Yu-shu2   

  1. 1. School of Management, Tianjin University, Tianjin 300072, P R China;
    2. Department of Mechanics, Tianjin University, Tianjin 300072, P R China
  • Received:1999-07-12 Revised:2000-06-25 Online:2000-11-18 Published:2000-11-18
  • Supported by:
    the National Natural Science Foundation of China(19990510)

Abstract: The state space reconstruction is the major important quantitative index for describing non-linear chaotic time series. Based on the work of many scholars, such as: N.H.Packard, F.Takens, M. Casdagli, J.F.Gibson, CHEN Yu-shu et al, the state space was reconstructed using the method of Legendre coordinate. Several different scaling regimes for lag time τ were identified. The influence for state space reconstruction of lag time τ was discussed. The result tells us that is a good practical method for state space reconstruction.

2010 MSC Number: 

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