Coping with nonstationarity by overembedding

We discuss how nonstationarity in observed time series data due to pronounc ed fluctuations of system parameters can be resolved by making use of embed ding techniques for scalar data. If a D-dimensional deterministic system is driven by P slowly lime dependent parameters, a (D + P)-dimensional manifo ld has to be reconstructed from the scalar time series, which is done by an tn > 2(D + P)-dimensional time delay embedding. We show that in this space essential aspects of determinism are restored. We demonstrate the validity of the idea heuristically, for numerical examples and for human speech dat a.