Using scaling-region distributions to select embedding parameters

DOI10.1016/J.PHYSD.2023.133674MaRDI QIDQ2688095zbMATH OpenOpenAlexFDO

Authors Varad Deshmukh, Robert Meikle, Elizabeth Bradley, Joshua Garland, J. D. Meiss

Publication date 9 March 2023

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2211.11511

zbMATH Keywords

delay-coordinate embeddingembedding parametersnonlinear time series analysis

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

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Cites work

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• A unified approach to attractor reconstruction
• Automatic estimation of the correlation dimension for the analysis of electrocardiograms
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• Central limit theorems for the Wasserstein distance between the empirical and the true distributions
• Determining Lyapunov exponents from a time series
• Deterministic Nonperiodic Flow
• Differential dynamical systems
• Embedology
• HOW MANY DELAY COORDINATES DO YOU NEED?
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• scientific article; zbMATH DE number 1866304 (Why is no real title available?)
• Independent coordinates for strange attractors from mutual information.
• Measuring the strangeness of strange attractors
• Most probable dimension value and most flat interval methods for automatic estimation of dimension from time series
• Nonlinear time-series analysis revisited
• Practical implementation of nonlinear time series methods: The TISEAN package
• Practical method for determining the minimum embedding dimension of a scalar time series
• Using curvature to select the time lag for delay reconstruction

Cited in

(1)

• Estimating Kolmogorov-Sinai entropy from time series of high-dimensional complex systems

Describes a project that uses

Uses Software

• TISEAN

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