Reconstruction and time series analysis

Part of the Applied Mathematical Sciences book series (AMS, volume 172)


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.


Time Series Lyapunov Exponent Time Series Analysis Deterministic System Borel Probability Measure 
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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Johann Bernoulli Institute for Mathematics and Computer ScienceUniversity of GroningenGroningenThe Netherlands

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