Abstract: The defects of FNN-L method are analyzed, and a novel FNN-D method of determining embedding dimension in phase-space reconstruction based on distance set of phase points is proposed. The principle and algorithm procedure of this method are systematically demonstrated from theory aspect. On this basis, its calculating steps are summarized. In the end, the characteristics of the suggested method are investigated based on power load time series. Simulation results show that the new method isn’t sensitive to time delay of phase-space reconstruction; At the same time, by means of comparing with FNN-L method, the fact that FNN-D method can choose more proper embedding dimension is verified.

Key words: Distance set, Embedding dimension, FNN-D method, FNN-L method, Power load, Time delay, Time series