Multivariate phase space reconstruction by nearest neighbor embedding with different time delays
arXiv:nlin/0609029 · doi:10.1103/PhysRevE.72.027205
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.
4 pages, 3 figures