Conditional sampling and state space reconstruction

Abstract

This work looks into the existing links between conditional sampling techniques for coherent structure identification and methods for state space reconstruction which come up in the field of nonlinear time series analysis. It is shown that the sampling condition used by the VITA method corresponds to a round hyper-cylinder, having as its axis the main diagonal of an embedding space reconstructed with the delay method. Such a geometrical interpretation allows us to better understand certain typical characteristics of the method and to see bursting events as excursions of the system leaving the high-dimension basic turbulence.