Embedding of multidimensional time-dependent observations

被引：0
|
作者：
Barnard, JP [1 ]
Aldrich, C [1 ]
Gerber, M [1 ]
机构：
[1] Univ Stellenbosch, Dept Chem Engn, ZA-7602 Stellenbosch, South Africa
来源：
PHYSICAL REVIEW E | 2001年 / 64卷 / 04期
关键词：
D O I：
暂无
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
A method is proposed to reconstruct dynamic attractors by embedding of multivariate observations of dynamic nonlinear processes. The Takens embedding theory is combined with independent component analysis to transform the embedding into a vector space of linearly independent vectors (phase variables). The method is successfully tested against prediction of the unembedded state vector in two case studies of simulated chaotic processes.
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页数：4
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