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.
Source: Physical Review E
Authors: Sara P. Garcia, Jonas S. Almeida
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1993178495
