Full Content is available to subscribers

Subscribe/Learn More  >

Statistical Characterization of Nearest Neighbors to Reliably Estimate Minimum Embedding Dimension

[+] Author Affiliations
David Chelidze

University of Rhode Island, Kingston, RI

Paper No. DETC2014-34746, pp. V008T11A015; 10 pages
  • ASME 2014 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
  • Volume 8: 26th Conference on Mechanical Vibration and Noise
  • Buffalo, New York, USA, August 17–20, 2014
  • Conference Sponsors: Design Engineering Division, Computers and Information in Engineering Division
  • ISBN: 978-0-7918-4641-4
  • Copyright © 2014 by ASME


False nearest neighbors (FNN) is one of the essential methods used in estimating the minimally sufficient embedding dimension in delay coordinate embedding of deterministic time series. Its use for stochastic and noisy deterministic time series is problematic and erroneously indicates a finite embedding dimension. Various modifications to the original method have been proposed to mitigate this problem, but those are still not reliable for noisy time series. Nearest neighbor statistics are studied for uncorrelated random time series and contrasted with the deterministic statistics. A new FNN metric is constructed and its performance is evaluated for deterministic, stochastic, and random time series. The results are also contrasted with surrogate data analysis and show that the new metric is robust to noise. It also clearly identifies random time series as not having a finite embedding dimension and provides information about the deterministic part of stochastic processes. The new metric can also be used for differentiating between chaotic and random time series.

Copyright © 2014 by ASME
Topics: Dimensions



Interactive Graphics


Country-Specific Mortality and Growth Failure in Infancy and Yound Children and Association With Material Stature

Use interactive graphics and maps to view and sort country-specific infant and early dhildhood mortality and growth failure data and their association with maternal

Citing articles are presented as examples only. In non-demo SCM6 implementation, integration with CrossRef’s "Cited By" API will populate this tab (http://www.crossref.org/citedby.html).

Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In