An analytic approach to practical state space reconstruction
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Publication:1195541
DOI10.1016/0167-2789(92)90085-2zbMath0761.62118OpenAlexW2114367635WikidataQ56689088 ScholiaQ56689088MaRDI QIDQ1195541
Martin Casdagli, Stephen Eubank, J. Doyne Farmer, John Gibson
Publication date: 14 December 1992
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-2789(92)90085-2
time serieseigenvectorsderivativesstate space reconstructiondelaysLegendre polynomialsclosed-form solution to principal component analysisdiscrete Legendre polynomialslimit of small window widths
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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