Elsevier, Physics Letters A, 1-2(232), p. 63-69
DOI: 10.1016/s0375-9601(97)00351-4
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On large scales, a chaotic deterministic signal is indistinguishable from a random process. Determinism becomes visible only below a critical length scale. We analyse the dependence of this scale on the entropy of the signal and the minimal embedding dimension for state space reconstruction. The problem of the optimal choice of the delay time for flow data can also be discussed in this framework.