A nearest neighbor based selection of time delays for phase space reconstruction is proposed and compared to the standard use of time delayed mutual information. The possibility of using different time delays for consecutive dimensions is considered. A case study of numerically generated solutions of the Lorenz system is used for illustration. The effect of contamination with various levels of additive Gaussian white noise is discussed.

• Received 11 November 2004

DOI:https://doi.org/10.1103/PhysRevE.71.037204