Advertisement

Analysis of Chaos from Time Series - Existing Methods Survey

  • Michał PiórekEmail author
Chapter
  • 430 Downloads
Part of the Studies in Systems, Decision and Control book series (SSDC, volume 160)

Abstract

In the previous chapters properties of the deterministic chaos and the model reconstructing the dynamics from time series have been described. As it was stated there, the time-delay embedding requires two parameters: time delay value and embedding dimension value. We will now consider how these parameters can be estimated. We will also rewind available methods for estimation of all properties quantifying chaos. In both cases there are a lot of methods available in the related literature for scalar time series. We will elaborate them in forthcoming sections. However, even though there is a richness of methods designed for scalar time series, the Author see there is a limited amount of approaches for multivariate time series and a lack of approaches for a quaternion domain.

Keywords

Embedding Dimension Value Time-delay Embedding Scalar Time Series Quaternion Domain Normalized Mutual Information 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Computer EngineeringWrocław University of Science and TechnologyWrocławPoland

Personalised recommendations