ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

For citation:

Kraskov A. V., Rakitin S. A. False nearest neighbors: influence of method parameters on minimum embedding dimension estimation. Izvestiya VUZ. Applied Nonlinear Dynamics, 1997, vol. 5, iss. 6, pp. 95-103. DOI: 10.18500/0869-6632-1997-5-6-95-103

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Language: 
Russian
Heading: 
Debut
Article type: 
Article
UDC: 
530.182
DOI: 
10.18500/0869-6632-1997-5-6-95-103

False nearest neighbors: influence of method parameters on minimum embedding dimension estimation

Autors: 
Kraskov Alexander Vladimirovich, Newcastle University
Rakitin Sergei Aleksandrovich, Saratov State University
Abstract: 

In the paper, simple test systems are used to illustrate the false nearest neighbors method which is among the tools for analyzing time series. We study е influence of some parameters of the above method (data set length, number of bits in binary data representation, metrics chosen, and delay time) on minimum embedding dimension estimation.

Key words: 
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Acknowledgments: 
This work was supported by the Russian Foundation for Basic Research (grant № 96-02-16755).
Reference: 
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Received: 
15.11.1997
Accepted: 
26.12.1997
Published: 
18.03.1998
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