most citedOrdinal Poincaré Sections: Reconstructing the First Return Map from an Ordinal Segmentation of Time Series

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math.DS2023★ 6 cited

Ordinal Poincaré Sections: Reconstructing the First Return Map from an Ordinal Segmentation of Time Series

Zahra Shahriari, Shannon Dee Algar, David M. Walker +1

We propose a robust and computationally efficient algorithm to generically construct first return maps of dynamical systems from time series without the need for embedding. Typical…

math.DS2023

Selecting embedding delays: An overview of embedding techniques and a new method using persistent homology

Eugene Tan, Shannon Algar, Débora Corrêa +3

Delay embedding methods are a staple tool in the field of time series analysis and prediction. However, the selection of embedding parameters can have a big impact on the resulting…