Delay embedding in the presence of dynamical noise
نویسنده
چکیده
We present a new embedding theorem for time series, in the spirit of Takens's theorem, but requiring multivariate signals. Our result is part of a growing body of work that extends the domain of geometric time series analysis to some genuinely stochastic systems|including such natural examples as xj+1 = (xj) + j where is some xed map and the j are i.i.d. random displacements.
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تاریخ انتشار 1998