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  A unified and automated approach to attractor reconstruction

Krämer, 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, 3, 033017.
https://doi.org/10.1088/1367-2630/abe336

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 Creators:
Krämer, Kai-Hauke1, Author              
Datseris, George2, Author
Kurths, Jürgen1, Author              
Kiss, Istvan Z.2, Author
Ocampo-Espindola, Jorge L.2, Author
Marwan, Norbert1, Author              
Affiliations:
1Potsdam Institute for Climate Impact Research, Potsdam, ou_persistent13              
2External Organizations, ou_persistent22              

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 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.

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 Dates: 2021-02-042021-02-042021-03-15
 Publication Status: Finally published
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: Peer
 Identifiers: DOI: 10.1088/1367-2630/abe336
PIKDOMAIN: RD4 - Complexity Science
Organisational keyword: RD4 - Complexity Science
MDB-ID: yes - 3148
Research topic keyword: Complex Networks
Research topic keyword: Nonlinear Dynamics
Model / method: Machine Learning
Model / method: Nonlinear Data Analysis
Model / method: Open Source Software
Model / method: Quantitative Methods
Model / method: Research Software Engineering (RSE)
OATYPE: Gold Open Access
 Degree: -

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Title: New Journal of Physics
Source Genre: Journal, SCI, Scopus, p3, oa
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Pages: - Volume / Issue: 23 (3) Sequence Number: 033017 Start / End Page: - Identifier: CoNE: https://publications.pik-potsdam.de/cone/journals/resource/1911272
Publisher: IOP Publishing