| Autor: |
Muldoon, Mark, Broomhead, David, Huke, Jeremy, Hegger, Rainer |
| Zdroj: |
Dynamics and Stability of Systems; January 1998, Vol. 13 Issue: 2 p175-186, 12p |
| Abstrakt: |
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 [image omitted] where φ is some fixed map and the ηiare i.i.d. random displacements |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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