Selection of Embedding Dimension and Delay Time in the Phase Space Reconstruction

The relationship of embedding dimension and delay time is discussed and a new concept namely the generalized embedding windows is put forward. The drawback on the autocorrelation function method is analyzed, and the autocorrelation function method is improved to determine the value of the generalized embedding windows and other parameters. The method overcomes the defects in the autocorrelation function method by taking into consideration the correlation and irrelevance. Simulation results proved the validity of the method.