Testing predictability of symbolic sequences using time-delay embedding

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.

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Year of publication:	1997
Authors:	Cao, Liangyue
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 247.1997, 1, p. 473-481
Publisher:	Elsevier
Subject:	Symbolic sequences \| DNA sequences \| Time-delay embedding

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010586628