| 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 | |
| 2 | for m = 1: M |
| 3 | E(m) = 0; E*(m) = 0; m* = 0; |
| 4 | for i = 1: n − mτ |
| 5 | |
| 6 | |
| 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 |