通过具有不同时间延迟的最近邻嵌入进行多变量相空间重构。
Multivariate phase space reconstruction by nearest neighbor embedding with different time delays.
作者信息
Garcia Sara P, Almeida Jonas S
机构信息
Biomathematics Group, Instituto de Tecnologia Química e Biológica, Universidade Nova de Lisboa, Rua da Quinta Grande 6, 2780-156 Oeiras, Portugal.
出版信息
Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Aug;72(2 Pt 2):027205. doi: 10.1103/PhysRevE.72.027205. Epub 2005 Aug 31.
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.
最近提出的基于最近邻的相空间重构时间延迟选择方法被扩展到多变量时间序列，采用变量和时间延迟的迭代选择。通过对洛伦兹系统x坐标和z坐标的数值生成解进行案例研究，并将其应用于心率和呼吸数据来说明这一方法。
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