State-space reconstruction using averaged scalar products of the dynamical system flow vectors
- 1 March 1994
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 49 (3) , 1962-1967
- https://doi.org/10.1103/physreve.49.1962
Abstract
The averaged scalar product, P, of the dynamical system flow vectors evaluated along the trajectory is shown to be a very simple, efficient, and useful quantity for the purpose of selecting adequate embedding dimensions 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.Keywords
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