R. Huerta et al., STATE-SPACE RECONSTRUCTION USING AVERAGED SCALAR PRODUCTS OF THE DYNAMICAL SYSTEM FLOW VECTORS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(3), 1994, pp. 1962-1967
The averaged scalar product, P, of the dynamical system flow vectors e
valuated along the trajectory is shown to be a very simple, efficient,
and useful quantity for the purpose of selecting adequate embedding d
imensions and time delays. The effectiveness of the method is shown in
different examples, such as ordinary differential equations, delayed
differential equations, and experimental time series.