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Journal Article

A unified and automated approach to attractor reconstruction

MPS-Authors

Datseris,  George
Global Circulation and Climate, The Atmosphere in the Earth System, MPI for Meteorology, Max Planck Society;

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Citation

Kraemer, K. H., Datseris, G., Kurths, J., Kiss, I. Z., Ocampo-Espindola, J. L., & Marwan, N. (2021). A unified and automated approach to attractor reconstruction. New Journal of Physics, 23: 033017. doi:10.1088/1367-2630/abe336.


Cite as: http://hdl.handle.net/21.11116/0000-0008-4F15-9
Abstract
We present a fully automated method for the optimal state space reconstruction from univariate and multivariate time series. The proposed methodology generalizes the time delay embedding procedure by unifying two promising ideas in a symbiotic fashion. Using non-uniform delays allows the successful reconstruction of systems inheriting different time scales. In contrast to the established methods, the minimization of an appropriate cost function determines the embedding dimension without using a threshold parameter. Moreover, the method is capable of detecting stochastic time series and, thus, can handle noise contaminated input without adjusting parameters. The superiority of the proposed method is shown on some paradigmatic models and experimental data from chaotic chemical oscillators.