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Keyword: False Nearest Neighbors
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7 Pages, 7,186 KB Download PDF

Estimating a Minimum Embedding Dimension by False Nearest Neighbors Method without an Arbitrary Threshold

Advances in Science, Technology and Engineering Systems Journal, Volume 7, Issue 4, Page # 114–120, 2022; DOI: 10.25046/aj070415
Abstract:

The false nearest neighbors (FNN) method estimates the variables of a system by sequentially embedding a time series into a higher-dimensional delay coordinate system and finding an embedding dimension in which the neighborhood of the delay coordinate vector in the lower dimension does not extend into the higher, that is, a dimension in which no…

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(This article belongs to the SP13 (Special Issue on Innovation in Computing, Engineering Science & Technology 2022) & Section Mathematics (MAT))

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