The Chaotic Attractor Analysis of DJIA Based on Manifold Embedding and Laplacian Eigenmaps

Figure 5

Attractor reconstruction by normal method and Laplacian Eigenmaps. Note: (a) shows the traditional phase space reconstruction in 3D Euclidean space, in which the embedding dimension and time delay ; (b) demonstrates the attractor reconstructed by Laplacian Eigenmaps, where the embedding dimension and time delay .

(a)

(b)