false.nearest {tseriesChaos} | R Documentation |
Method of false nearest neghbours to help deciding the optimal embedding dimension
false.nearest(series, m, d, t, rt=10, eps=sd(series)/10)
series |
time series |
m |
maximum embedding dimension |
d |
delay parameter |
t |
Theiler window |
rt |
escape factor |
eps |
neighborhood diameter |
Method of false nearest neighbours to help deciding the optimal embedding dimension.
Fraction of false neighbors (first row) and total number of neighbors (second row) for each specified embedding dimension (columns)
Antonio, Fabio Di Narzo
Hegger, R., Kantz, H., Schreiber, T., Practical implementation of nonlinear time series methods: The TISEAN package; CHAOS 9, 413-435 (1999)
Kennel M. B., Brown R. and Abarbanel H. D. I., Determining embedding dimension for phase-space reconstruction using a geometrical construction, Phys. Rev. A, Volume 45, 3403 (1992).
(fn.out <- false.nearest(rossler.ts, m=6, d=8, t=180, eps=1, rt=3))
plot(fn.out)