False nearest neighbor algorithm

The False Nearest Neighbor (FNN) algorithm is a technique used primarily in the context of time series analysis and nonlinear dynamics to determine the appropriate number of embedding dimensions required for reconstructing the state space of a dynamical system. It is particularly useful in the study of chaotic systems. ### Key Concepts of the FNN Algorithm: 1. **State Space Reconstruction**: In dynamical systems, especially chaotic ones, it is often necessary to reconstruct the state space from a single-time series measurement.