Multivariate phase space reconstruction by nearest neighbor embedding with different time delays
Chaotic Dynamics
2007-05-23 v1
Abstract
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.
Cite
@article{arxiv.nlin/0609029,
title = {Multivariate phase space reconstruction by nearest neighbor embedding with different time delays},
author = {Sara P. Garcia and Jonas S. Almeida},
journal= {arXiv preprint arXiv:nlin/0609029},
year = {2007}
}
Comments
4 pages, 3 figures