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Minimum embedding dimension

version 1.0.0.0 (1.63 KB) by mirwais
Finds minimum embedding dimension with false nearest neighbours method.

13 Downloads

Updated 19 Jun 2012

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The graph which is obtained in the output, shows the percentage of the false neighbours with embedding dimension.Codes were tested with Lorenz,Rossler and Henon time series.

Comments and Ratings (11)

Ovee Matlab

why has the author mentioned this comment on each of his submission - These codes are mine. I don't know how did you do but this is not ethic. ?? sort of lame.. on top of that he doesnt reply any querry.

psousa

horas man

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

horas man

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

Robin Hall

I am very new to both Matlab and nonlinear dynamics. Can someone please help me by providing a code sample of how to use this function to calculate the embedding dimension for any chaotic system. Thanks,

pk osanmaz

nima safari

Stephanie

I have a question on how this is interpreted - is the goal to minimize false neighbors as much as possible for the embedding dimension? I'm trying to use this for some analyses such as entropy and I'm wondering if there is a good threshold for percentage of false nearest neighbors to shoot for. Additionally, is there a minimum number of samples to shoot for? I know entropy is good with samples in the hundreds but I'm curious what the accuracy/number of samples curve is like with this. Thanks!

mirwais

These codes are mine. I don't know how did you do but this is not ethic.

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux