FNN algorithm

The false nearest neighbor (FNN) algorithm is an algorithm for estimating the embedding dimension.

See also

• Time series
• Nearest neighbor

References

• Rhodes, C.; Morari, M. (1997). "The false nearest neighbors algorithm: An overview". Computers & Chemical Engineering 21: S1149. doi:10.1016/S0098-1354(97)87657-0.  edit
• Hegger, R.; Kantz, H. (1999). "Improved false nearest neighbor method to detect determinism in time series data". Physical Review E 60 (4): 4970. doi:10.1103/PhysRevE.60.4970.  edit