scholarly journals Parameter Selection for Phase Space Reconstruction in Hydrological Series and Rationality Analysis of its Chaotic Characteristics

10.29007/2fb8 ◽  
2018 ◽  
Author(s):  
Hongyan Li ◽  
Shanshan Bao ◽  
Yunqing Xuan
Keyword(s):  
Time Series ◽  
Phase Space ◽  
River Basin ◽  
Delay Time ◽  
Phase Space Reconstruction ◽  
Sequence Length ◽  
Rainfall Time Series ◽  
Embedding Dimension ◽  
Characteristic Index ◽  
Runoff Series

This study performed a rationality analysis of the delay time and embedding dimension value during phase space reconstruction in hydrological series and the effect on their chaotic characteristics. Using a monthly average runoff time series from the Ayanqian station (upstream) and the Jiangqiao station (midstream) in the Nen River Basin, we reached the following regularity conclusions. 1 Based on the flood season (4 months) in the Nen River Basin, we can deduce that the correlation sequence length for the runoff is 4~5 months, i.e., the delay time =3 or 4 is a reasonable choice. 2 Learn from the predictability experiment results for the monthly rainfall time series, we know that the calculation results of the G-P algorithm for the dimension of runoff series for the Nen River Basin are reasonable, i.e., the embedding dimension is no more than seven. 3 the most suitable parameters for the phase space reconstruction and its chaotic characteristic index in the Nen River Basin are as follows: delay time = 3~4, embedding dimension = 6~7, correlation dimension = 2.90~3.00, maximum Lyapunov index = 0.24~0.32, and the forecast time is 3~4 months.

scholarly journals Selection of Embedding Dimension and Delay Time in Phase Space Reconstruction via Symbolic Dynamics

Entropy ◽  
2021 ◽  
Vol 23 (2) ◽  
pp. 221
Author(s):  
Mariano Matilla-García ◽  
Isidro Morales ◽  
Jose Miguel Rodríguez ◽  
Manuel Ruiz Marín
Keyword(s):  
Time Series ◽  
Time Delay ◽  
Phase Space ◽  
Mutual Information ◽  
Phase Space Reconstruction ◽  
Chaotic Time Series ◽  
Optimal Time ◽  
Embedding Dimension ◽  
Simple Method ◽  
Correlation Integral

The modeling and prediction of chaotic time series require proper reconstruction of the state space from the available data in order to successfully estimate invariant properties of the embedded attractor. Thus, one must choose appropriate time delay τ∗ and embedding dimension p for phase space reconstruction. The value of τ∗ can be estimated from the Mutual Information, but this method is rather cumbersome computationally. Additionally, some researchers have recommended that τ∗ should be chosen to be dependent on the embedding dimension p by means of an appropriate value for the time delay τw=(p−1)τ∗, which is the optimal time delay for independence of the time series. The C-C method, based on Correlation Integral, is a method simpler than Mutual Information and has been proposed to select optimally τw and τ∗. In this paper, we suggest a simple method for estimating τ∗ and τw based on symbolic analysis and symbolic entropy. As in the C-C method, τ∗ is estimated as the first local optimal time delay and τw as the time delay for independence of the time series. The method is applied to several chaotic time series that are the base of comparison for several techniques. The numerical simulations for these systems verify that the proposed symbolic-based method is useful for practitioners and, according to the studied models, has a better performance than the C-C method for the choice of the time delay and embedding dimension. In addition, the method is applied to EEG data in order to study and compare some dynamic characteristics of brain activity under epileptic episodes

scholarly journals Power Forecasting of Combined Heating and Cooling Systems Based on Chaotic Time Series

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Liu Hai ◽  
Song Yong ◽  
Du Qingfu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Phase Space ◽  
Output Power ◽  
Distributed Generation ◽  
Delay Time ◽  
Meteorological Data ◽  
Embedding Dimension ◽  
Generation System ◽  
The Neural Network

Theoretic analysis shows that the output power of the distributed generation system is nonlinear and chaotic. And it is coupled with the microenvironment meteorological data. Chaos is an inherent property of nonlinear dynamic system. A predicator of the output power of the distributed generation system is to establish a nonlinear model of the dynamic system based on real time series in the reconstructed phase space. Firstly, chaos should be detected and quantified for the intensive studies of nonlinear systems. If the largest Lyapunov exponent is positive, the dynamical system must be chaotic. Then, the embedding dimension and the delay time are chosen based on the improved C-C method. The attractor of chaotic power time series can be reconstructed based on the embedding dimension and delay time in the phase space. By now, the neural network can be trained based on the training samples, which are observed from the distributed generation system. The neural network model will approximate the curve of output power adequately. Experimental results show that the maximum power point of the distributed generation system will be predicted based on the meteorological data. The system can be controlled effectively based on the prediction.

A Study On Methods for Determining Phase Space Reconstruction Parameters

2021 ◽  
Author(s):  
Shihui Lang ◽  
Zhu Hua ◽  
Guodong Sun ◽  
Yu Jiang ◽  
Chunling Wei
Keyword(s):  
Time Delay ◽  
Phase Space ◽  
Correlation Dimension ◽  
Nearest Neighbor ◽  
Correlation Method ◽  
Phase Space Reconstruction ◽  
Lorenz Attractor ◽  
Embedding Dimension ◽  
Phase Trajectories ◽  
Auto Correlation

Abstract Several pairs of algorithms were used to determine the phase space reconstruction parameters to analyze the dynamic characteristics of chaotic time series. The reconstructed phase trajectories were compared with the original phase trajectories of the Lorenz attractor, Rössler attractor, and Chens attractor to obtain the optimum method for determining the phase space reconstruction parameters with high precision and efficiency. The research results show that the false nearest neighbor method and the complex auto-correlation method provided the best results. The saturated embedding dimension method based on the saturated correlation dimension method is proposed to calculate the time delay. Different time delays are obtained by changing the embedding dimension parameters of the complex auto-correlation method. The optimum time delay occurs at the point where the time delay is stable. The validity of the method is verified through combing the application of correlation dimension, showing that the proposed method is suitable for the effective determination of the phase space reconstruction parameters.

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