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Testing predictability of symbolic sequences using time-delay embedding

Author

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  • Liangyue Cao,

Abstract

A criterion is proposed to determine the embedding dimension from symbolic sequences. Several artificial and DNA sequences are tested by using this criterion, and the likelihood of determinism in those sequences are investigated based on the results of the time-delay embedding. Some interesting numerical results have been obtained.

Suggested Citation

  • Liangyue Cao,, 1997. "Testing predictability of symbolic sequences using time-delay embedding," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 247(1), pages 473-481.
  • Handle: RePEc:eee:phsmap:v:247:y:1997:i:1:p:473-481
    DOI: 10.1016/S0378-4371(97)00410-X
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    References listed on IDEAS

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    1. McClelland, John W. & Wetzstein, Michael E. & Musser, Wesley N., 1986. "Returns To Scale And Size In Agricultural Economics," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 11(2), pages 1-5, December.
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