Use of False Nearest Neighbours for Selecting Variables and Embedding Parameters for State Space Reconstruction

Figure 2

(a) Color-coded dependence of the percentage of the false first nearest neighbours for the variables , , and of the Rössler system. The time delay is from 1 to 80, and the embedding dimension is from 3 to 7. (b) shows how the choice of the embedding parameters influences the one-step prediction error. (c) Precision of the estimates of the correlation dimension for combinations of embedding parameters.

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