Multivariate phase space reconstruction by nearest neighbor embedding with different time delays.
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.
Garcia
Sara P
SP
Biomathematics Group, Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa, Rua da Quinta Grande 6, 2780-156 Oeiras, Portugal. spinto@itqb.unl.pt
Almeida
Jonas S
JS
D000465:Algorithms; D001703:Biophysics / Q000379:methods*; D003198:Computer Simulation; D015233:Models, Statistical; D008962:Models, Theoretical; D015999:Multivariate Analysis; D017711:Nonlinear Dynamics; D013223:Statistics as Topic; D013269:Stochastic Processes; D013995:Time; D013997:Time Factors