PRACTICAL METHOD FOR DETERMINING THE MINIMUM EMBEDDING DIMENSION OF ASCALAR TIME-SERIES

A practical method is proposed to determine the minimum embedding dime nsion from a scalar time series. It has the following advantages: (1) does not contain any subjective parameters except for the time-delay f or the embedding; (2) does not strongly depend on how many data points are available; (3) can clearly distinguish deterministic signals from stochastic signals; (4) works well for time series from high-dimensio nal attractors; (5) is computationally efficient. Several time series are tested to show the above advantages of the method.