Coping with nonstationarity by overembedding

被引：77

作者：

Hegger, R ^{[1
]}

Kantz, H ^{[1
]}

Matassini, L ^{[1
]}

Schreiber, T ^{[1
]}

机构：

[1] Max Planck Inst Phys Complex Syst, D-01187 Dresden, Germany

来源：

PHYSICAL REVIEW LETTERS | 2000年 / 84卷 / 18期

关键词：

D O I：

10.1103/PhysRevLett.84.4092

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We discuss how nonstationarity in observed time series data due to pronounced fluctuations of system parameters can be resolved by making use of embedding techniques for scalar data. If a D-dimensional deterministic system is driven by P slowly lime dependent parameters, a (D + P)-dimensional manifold has to be reconstructed from the scalar time series, which is done by an tn > 2(D + P)-dimensional time delay embedding. We show that in this space essential aspects of determinism are restored. We demonstrate the validity of the idea heuristically, for numerical examples and for human speech data.

引用

页码：4092 / 4095

页数：4

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