Phase Space Reconstruction Using the C-C Method
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Resource Overview
Program Design for Computing Correlation Integral and Time Delay via C-C Method
Detailed Documentation
This program implements phase space reconstruction using the C-C method to calculate correlation integral time delays. The algorithm follows a structured workflow: initially performing data preprocessing operations (including normalization and outlier removal) to prepare the dataset for reconstruction. Subsequently, the C-C method is employed to reconstruct the phase space by transforming the time series into vector forms through embedding dimension selection and delay coordinate mapping. Key functions involve calculating the correlation integral using statistical measures to identify optimal time delays based on mutual information minimization. The final stage computes the time delay parameters critical for characterizing system dynamics. Implementation requires appropriate data sampling (typically uniform intervals) and signal processing techniques (such as filtering) to ensure computational accuracy and avoid artifacts in nonlinear time series analysis. The code structure emphasizes modular design with separate functions for data preprocessing, phase space reconstruction, and delay parameter optimization.
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