Reconstruction and time series analysis
Until now the emphasis has been on the analysis of the evolutions and their organisation in state space, in particular their geometric (topological) and measure-theoretic structure, given the system. In this chapter, the question is which properties of thesystem one can reconstruct, given a time series of an evolution, just assuming that ithas a deterministic evolution law.We note that this is exactly the historical way thatinformation was obtained on the solar system.
KeywordsTime Series Lyapunov Exponent Time Series Analysis Deterministic System Borel Probability Measure
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