Work

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

Year: 2005
Type: article
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.
Language: English
Open Access status: green
OpenAlex ID: W1993178495
FWCI: 1.122
Cites: 12
Cited by: 61
Related to: 10