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Recovery of delay time from time series based on the nearest neighbor method |
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| Authors: | M.D. Prokhorov V.I. Ponomarenko V.S. Khorev |
| Affiliation: | 1. Saratov Branch of Kotel?nikov Institute of Radio Engineering and Electronics of Russian Academy of Sciences, Zelyonaya Street, 38, Saratov 410019, Russia;2. Department of Nano- and Biomedical Technologies, Saratov State University, Astrakhanskaya Street, 83, Saratov 410012, Russia |
| Abstract: | We propose a method for the recovery of delay time from time series of time-delay systems. The method is based on the nearest neighbor analysis. The method allows one to reconstruct delays in various classes of time-delay systems including systems of high order, systems with several coexisting delays, and nonscalar time-delay systems. It can be applied to time series heavily corrupted by additive and dynamical noise. |
| Keywords: | Parameter estimation Nonlinear time-delayed feedback systems Time series analysis Nearest neighbors |
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