Reconstruction of a system’s dynamics from short trajectories

Autor:	Juergen Kurths, M. C. Romano, Udo Schwarz, C. Komalapriya, Marco Thiel, Norbert Marwan
Rok vydání:	2008
Předmět:	Correlation dimension Series (mathematics) Computer science Phase space Attractor Symbolic dynamics Time series Algorithm Synchronization Prime (order theory)
Zdroj:	Physical Review E. 78
ISSN:	1550-2376 1539-3755
Popis:	Long data sets are one of the prime requirements of time series analysis techniques to unravel the dynamics of an underlying system. However, acquiring long data sets is often not possible. In this paper, we address the question of whether it is still possible to understand the complete dynamics of a system if only short (but many) time series are observed. The key idea is to generate a single long time series from these short segments using the concept of recurrences in phase space. This long time series is constructed so as to exhibit a dynamics similar to that of a long time series obtained from the corresponding underlying system.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::786758a4598ef1fb1373449ec7c914cf https://doi.org/10.1103/physreve.78.066217 Zobrazit plný text záznamu