Embedding of multidimensional time-dependent observations - art. no. 046201

Authors
Barnard, JP Aldrich, C Gerber, M
Citation
Jp. Barnard et al., Embedding of multidimensional time-dependent observations - art. no. 046201, PHYS REV E, 6404(4), 2001, pp. 6201
Citations number
9
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
6404
Issue
4
Year of publication
2001
Part
2
Database
ISI
SICI code
1063-651X(200110)6404:4<6201:EOMTO->2.0.ZU;2-#
Abstract
A method is proposed to reconstruct dynamic attractors by embedding of mult ivariate observations of dynamic nonlinear processes. The Takens embedding theory is combined with independent component analysis to transform the emb edding into a vector space of linearly independent vectors (phase variables ). The method is successfully tested against prediction of the unembedded s tate vector in two case studies of simulated chaotic processes.