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- W2233280919 abstract "For multivariate chaotic time series, a method of conditional entropy extending dimension(CEED) in the reconstructed phase space is proposed. First, the delay time of any variable time series is selected by mutual information method, and then the embedding dimension of phase space is extended by the conditional entropy. This method can ensure the independence of reconstructed coordinates from low space to high space and eliminate the redundancy of phase space, because the largest condition entropy is choosen. The effective input vector for the prediction of multivariate time series is given. Simulations of the Lorenz system and Henon system show that the neural network predictions of multivariate time series are much better than the prediction of univariate and existing multivariate. Therefore, CEED is effective for multivariate chaotic systems." @default.
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- W2233280919 date "2011-01-01" @default.
- W2233280919 modified "2023-10-16" @default.
- W2233280919 title "Multivariate chaotic time series phase space reconstruction based on extending dimension by conditional entropy" @default.
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- W2233280919 doi "https://doi.org/10.7498/aps.60.020508" @default.
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