Phase-space reconstruction from observed time series using Lyapunov spectrum analysis

We analyze the effect of extra dimensions on spurious Lyapunov exponents estimated by a reconstructed attractor of the observed time series from the discrete-time dynamical system. An emphasis of this paper is on that the result obtained by the new analysis may pro vide an evidence against the previously reported result. It is shown that the true dimensions and Lyapunov exponents of the original system can be determined by detecting the spurious exponents using the new analysis.