scientific article; zbMATH DE number 5667192

MaRDI QIDQ3404002zbMATH OpenFDO

Authors Ioannis K. Vlachos, Dimitris Kugiumtzis

Publication date 5 February 2010

zbMATH Keywords

multivariate time seriesnonlinear analysisstate space reconstruction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

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Cited in

(20)

• Correlation dimension of high-dimensional and high-definition experimental time series
• An analytic approach to practical state space reconstruction
• Multi-variate time series based reconstruction of dynamical systems
• A reconstruction technique for multi-dimensional chaotic time series
• A new state-space methodology to disaggregate multivariate time series
• State-Space Reconstruction and Spatio-Temporal Prediction of Lattice Dynamical Systems
• State space reconstruction techniques and the accuracy of prediction
• Scalar observations from a class of high-dimensional chaotic systems: Limitations of the time delay embedding
• Estimation of Carleman operator from a univariate time series
• Nonlinear correlation analysis of time series based on complex network similarity
• Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis
• Dynamics from multivariate time series
• Nonlinear coherence in multivariate research: invariants and the reconstruction of attractors
• An analytic and application to state space reconstruction about chaotic time series
• Reconstructing the state space of continuous time chaotic systems using power spectra.
• Time delay embeddings and the structure of flows.
• About the relationships among variables observed in the real world
• An approach to phase space reconstruction from multivariate data based on data fusion
• TIME SERIES ANALYSIS IN RECONSTRUCTED STATE SPACES
• Phase space reconstruction for non-uniformly sampled noisy time series

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