Selection of Embedding Parameters for Nonlinear Models: Application to Physiological Time Series Data

机译：非线性模型嵌入参数的选择：在生理时间序列数据中的应用

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The usual approach to nonlinear time series modeling consists of two steps: reconstruct the topologicai structure of the dynamics (with a time delay embedding), and perform some surface fitting to estimate the evolution operator. We show that the usual method of estimating time delay and embedding dimension is sub-optimal when one is concerned with modeling the dynamics. We introduce an algorithmic method for choosing the optimal embedding strategy and show that this provides improved modeling results for experimental time series of human infant respiratory effort and arrhythmic human electrocardiogram recordings.

机译：非线性时间序列建模的常用方法包括两个步骤：重建动力学的拓扑结构（具有时间延迟嵌入），并执行一些表面拟合以估计演化算子。我们表明，当人们关注动力学建模时，估计时间延迟和嵌入维数的常用方法是次优的。我们介绍了一种选择最佳嵌入策略的算法方法，并表明这为人类婴儿呼吸努力和心律不齐的人类心电图记录的实验时间序列提供了改进的建模结果。

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《Shanghai international symposium on nonlinear science amp; application》|2003年|p.117|共1页
会议地点 Shanghai(CN);Shanghai(CN)
作者
Michael Small; Chi K. Tse;
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作者单位

Department of Electronic and Information Engineering, The Hong Kong Polytechnic University, Hong Kong;

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原文格式 PDF
正文语种 eng
中图分类 N9;
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4. Selection of Embedding Parameters for Nonlinear Models: Application to Physiological Time Series Data [C] . Michael Small, Chi K. Tse Shanghai international symposium on nonlinear science application . 2003

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Selection of Embedding Parameters for Nonlinear Models: Application to Physiological Time Series Data

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