Phys. Rev. E 72, 027205 (2005) [4 pages]Multivariate phase space reconstruction by nearest neighbor embedding with different time delaysReceived 6 May 2005; published 31 August 2005 A recently proposed nearest neighbor based selection of time delays for phase space reconstruction is extended to multivariate time series, with an iterative selection of variables and time delays. A case study of numerically generated solutions of the x- and z coordinates of the Lorenz system, and an application to heart rate and respiration data, are used for illustration. © 2005 The American Physical Society URL:
http://link.aps.org/doi/10.1103/PhysRevE.72.027205
DOI:
10.1103/PhysRevE.72.027205
PACS:
05.45.Tp, 87.19.Hh
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