2002
DOI: 10.1016/s0375-9601(02)01164-7
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A method of embedding dimension estimation based on symplectic geometry

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Cited by 64 publications
(50 citation statements)
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“…These eigenvalues , reflect the noise level in the data [49,55]. The corresponding matrix Q denotes symplectic eigenvectors of A.…”
Section: Symplectic Principal Component Methodsmentioning
confidence: 99%
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“…These eigenvalues , reflect the noise level in the data [49,55]. The corresponding matrix Q denotes symplectic eigenvectors of A.…”
Section: Symplectic Principal Component Methodsmentioning
confidence: 99%
“…Palus and Dvorak [37] explain why singular-value decomposition(SVD), the heart of the singular system analysis and by nature a linear method, may become misleading technique when it is used in nonlinear dynamics studies that reconstruction parameters are time-delay, embedding dimension (or embedding windows). For this, we propose a novel nonlinear analysis method based symplectic geometry, called symplectic principal component analysis(SPCA) [49].…”
Section: Principal Component Analysismentioning
confidence: 99%
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“…Symplectic geometry originated from and is widely used in the study of Hamiltonian dynamic systems [26][27][28][29][30]. It has been rapidly expanded to describe singular differential equations, partial differential equations and other dynamic systems [31].…”
Section: Introductionmentioning
confidence: 99%
“…Several studies have shown that symplectic geometry-based methods are superior to SVDbased techniques in the detection of chaos [26,27], estimation of the embedding dimension of a nonlinear dynamic system [29] and de-noising nonlinear systems [30]. In this paper, we present a method, termed symplectic geometry spectrum analysis (SGSA), which is parallel to wavelets, EMD, ICA and SSA, to decompose a time series into the sum of a small number of independent and interpretable components.…”
Section: Introductionmentioning
confidence: 99%