Multivariate phase space reconstruction by nearest neighbor embedding with different time delays
- 31 August 2005
- journal article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 72 (2), 027205
- https://doi.org/10.1103/physreve.72.027205
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 - and coordinates of the Lorenz system, and an application to heart rate and respiration data, are used for illustration.
Keywords
This publication has 8 references indexed in Scilit:
- Nearest neighbor embedding with different time delaysPhysical Review E, 2005
- The Molecular Biology Database Collection: 2005 updateNucleic Acids Research, 2004
- Decoupling dynamical systems for pathway identification from metabolic profilesBioinformatics, 2004
- Nonlinear Time Series AnalysisPublished by Cambridge University Press (CUP) ,2003
- Analysis of Observed Chaotic DataPhysics Today, 1996
- Determining embedding dimension for phase-space reconstruction using a geometrical constructionPhysical Review A, 1992
- EmbedologyJournal of Statistical Physics, 1991
- Deterministic Nonperiodic FlowJournal of the Atmospheric Sciences, 1963