next up previous contents
Next: Contents   Contents

Time Series Analysis

A Part III Essay

Ulf Martin Engel

Darwin College
Cambridge CB3 9EU
United Kingdom

1 May 1991
(second, improved version: 15 November 1991)


It is possible to reconstruct from a one-dimensional time series (obtained by an experiment or numerically) the attractor of the corresponding dynamical system. The technique used for this purpose, the method of delays, is described, a theoretical justification (using an embedding trick) is given and the problems one encounters when implementing this technique in practice are discussed. The importance of the method of delays lies in the fact that, in principle, it enables us to retrieve ``all'' the characteristic quantities of a (strange) attractor from the time series, no matter how complicated the structure of the attractor is, despite of the simple form of the data.

next up previous contents
Next: Contents   Contents
Martin_Engel 2000-05-25