Algorithm Robustness Analysis for the Choice of Optimal Time Delay of Phase Space Reconstruction Based on Singular Entropy Method

Abstract

The method of Delays is commonly used in state space reconstruction of chaotic time series, and the quality of attractor reconstruction of phase space is sensitive to the choice of embedding parameters, i.e. embedding dimension and time delay. In this paper, singular entropy (SE) is applied to choose the optimal time delay in reconstructed dynamical system, and the comparisons of relevant results are made with the correlation function method by using singular value fraction (SVF). The robustness of singular entropy algorithm is further discussed, and it shows the advantage of the proposed method.

Keywords

• singular entropy
• phase space reconstruction
• the optimal time delay
• robustness