Estimation of Delay Parameters Using C-C Method for Attractor Reconstruction of Hydrologic Time Series

초록

To estimate the nonlinear dependence, it is necessary to reconstruct the attractor from time series. Reconstruction of the attractor requires two parameters, the embedding dimension (..), and the delay time (tau(d)), or delay time window [tau(w) = (m - 1)tau(d)]. However, there is no standard procedure for estimating the delay time window. To address this problem, C-C method was developed to estimate the delay time window. The purpose of the present study is to test the C-C method on real hydrologic time series and to evaluate its nonlinear deterministic properties. Three hydrological time series [(1) daily streamflow series from St. Johns near Cocoa, Florida, USA; (2) biweekly volume time series from the Great Salt Lake, Utah, USA; and (3) daily rainfall series from Seoul, South Korea] are tested and compared with those obtained using the conventional autocorrelation function (ACF) method.

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