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. 2023 Jun 24;25(7):973. doi: 10.3390/e25070973
Algorithm 2: Embedding dimension determination
Input: one-dimensional time series S = {xi,…, xn}, time delay τ;
   max embedding dimension M, threshold ε.
Output: embedding dimension m*
1 for k=1: nmτ
2 for m = 1: M
3    E(m) = 0; E*(m) = 0; m* = 0;
4    for i = 1: n − mτ
5       ni,m=argjminXimXjm2
6       ai,m=Xim+1Xni,mm+1XimXni,mm
7      E(m) = E(m) + α(i, m)/(n − mτ)
8      E* (m) = E* (m) + |x(i + mτ) − x(n(i,m) + mτ)|/(n − mτ)
9    end for
10  end for
11  E1(1) = E(2)/E(1)
12  E2(1) = E*(2)/E*(1)
13  for m = 2: M − 1
14    E1(m) = E(m + 1)/E(m)
15    E2(m) = E*(m + 1)/E*(m)
16    if (|E1(m) − E1(m − 1)| < ε) and (|E2(m) − 1| > ε)
17      m* = m
18    end if
19  end for