Delay Reconstruction: Dynamics versus Statistics

Jaroslav Stark

Chapter Chapter 4 in Nonlinear Dynamics and Statistics, 2001, pp 81-103 from Springer

Abstract: Abstract Traditionally delay reconstruction has been seen as lying in the realm of dynamics or differential topology. It is thus perceived to be a largely automatic procedure that reconstructs an existing dynamical system. In this chapter we argue that it is as imprecise as all other parts of time series analysis and it should be subject to as much statistical scrutiny as procedures such as modeling, prediction and noise reduction.

Keywords: Time Series; Deterministic System; Coordinate Change; Nonlinear Time Series; Random Dynamical System (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0177-9_4

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DOI: 10.1007/978-1-4612-0177-9_4

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