The method of false nearest neighbors[#!kennel1!#] examines
the fraction of nearest neighbors as a function of the embedding
dimension to determine the necessary global dimension de to unfold
an attractor. Thus the minimum embedding dimension is found
when most of the nearest neighbors do not move apart
significantly in the next higher dimensional embedding.
Fig shows the fraction of false nearest neighbors
as a function of the embedding dimension de and the timelag ,calculated using the code of Kennel and Abarbanel which improves
upon their original method by accounting for oversampling, autocorrelation
at small time delays and sparse populations over regions of the attractor.
A timelag of about 18 and an embedding dimension of 4 or 5 is indicated.
Thus both the methods indicate a consistent timelag of between
14 and 18 and an embedding dimension of 4 or 5.