Multivariate phase space reconstruction by nearest neighbor embedding with different time delays

Details Multivariate phase space reconstruction by nearest neighbor embedding with different time delays Multivariate phase space reconstruction by nearest neighbor embedding with different time delays

2006-09-12

arxiv.org/abs/nlin/0609029v1

Physical Review E 72 (2005) 027205

Nonlinear Sciences

Chaotic Dynamics

4 pages, 3 figures

Scientific paper

10.1103/PhysRevE.72.027205

A recently proposed nearest neighbor based selection of time delays for phase
space reconstruction is extended to multivariate time series, with an iterative
selection of variables and time delays. A case study of numerically generated
solutions of the x- and z coordinates of the Lorenz system, and an application
to heart rate and respiration data, are used for illustration.

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