Muldoon, M. R. and Broomhead, D. S. and Huke, J. P. and Hegger, R. (1998) Delay embedding in the presence of dynamical noise. Dynamics and Stability of Systems, 13 (2). pp. 175-186. ISSN 0268-1110
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Abstract
We present a new embedding theorem for time series, in the spirit of Takens's theorem, but requiring multivariate signals. Our result is part of a growing body of work that extends the domain of geometric time series analysis to some genuinely stochastic systems---including such natural examples as x_{j+1} = \phi(x_j) + \eta_j where \phi is some fixed map and the \eta_j are i.i.d. random displacements.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | chaos, delay embedding, noise |
| Subjects: | MSC 2010, the AMS's Mathematics Subject Classification > 37 Dynamical systems and ergodic theory |
| Depositing User: | Dr Mark Muldoon |
| Date Deposited: | 14 Nov 2005 |
| Last Modified: | 20 Oct 2017 14:12 |
| URI: | https://eprints.maths.manchester.ac.uk/id/eprint/34 |
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