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Introduction
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Time Series Analysis A
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Time Series Analysis A
Contents
Contents
Introduction
Geometry from an Ideal Time Series
The Principle of Reconstruction - Method of Delays
Theoretical Foundation - Takens' Embedding Theorems
Analysis of Real-World Data
Basic Remarks about the Choice of Embedding Dimension and Sampling Time
Topological Considerations
An Algorithm based on the Calculation of the Correlation Dimension
Singular System Analysis
On the Required Number of Data Points
Conclusion
Bibliography
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Introduction
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Time Series Analysis A
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Time Series Analysis A
Martin_Engel 2000-05-25
