Differential phase space reconstructed for chaotic time series

A new numerical differential filter is built to estimate the numerical differential for a chaotic time series and then a differential phase space for the chaotic time series is reconstructed. Correlation dimensions, Lyapunov exponents and forecasting are discussed for the chaotic time series oil the reconstructed differential phase space and oil the delay phase space, respectively. Comparison results show that the numerical results oil the differential phase space are better than that oil the delay phase space. (C) 2007 Elsevier Inc. All rights reserved.