false.nearest: Method of false nearest neighbours

In tseriesChaos: Analysis of Nonlinear Time Series

Description

Method of false nearest neghbours to help deciding the optimal embedding dimension

Usage

false.nearest(series, m, d, t, rt=10, eps=sd(series)/10)

Arguments

series	time series
m	maximum embedding dimension
d	delay parameter
t	Theiler window
rt	escape factor
eps	neighborhood diameter

Details

Method of false nearest neighbours to help deciding the optimal embedding dimension.

Value

Fraction of false neighbors (first row) and total number of neighbors (second row) for each specified embedding dimension (columns)

Author(s)

Antonio, Fabio Di Narzo

References

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).

Examples

(fn.out <- false.nearest(rossler.ts, m=6, d=8, t=180, eps=1, rt=3))
plot(fn.out)

Example output

Loading required package: deSolve
                   m1           m2           m3           m4           m5
fraction 9.109321e-01 3.737304e-01 2.234771e-02 8.620220e-03 5.348914e-03
total    2.838106e+06 3.121020e+05 1.919660e+05 1.468640e+05 1.215200e+05
                   m6
fraction 3.609688e-03
total    1.030560e+05

tseriesChaos documentation built on May 2, 2019, 6:38 a.m.