The choice of time delay and embedding dimension is very important to the phase space reconstruction of any chaotic time series. In this paper, we determine optimal time delay by computing autocorrelation function of time series. Optimal embedding dimension is given by means of the relation between embedding dimension and correlation dimension of chaotic time series. Based on the methods above, we choose ANN model to appoximate the given true system. At the same time, a new algorithm is applied to determine the network weights. At the end of this paper, the theory above is demonstrated through the research of time series generated by Logistic map.
YUE Yi-hong, HAN Wen-xiuManagement School, Tianjin University, Tianjin 300072, China
