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Topological dimension and local coordinates from time series data

D S Broomhead, R Jones and G P King

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A method for the estimation of the topological dimension of a manifold from time series data is presented. It is based on the approximation of the manifold near a point chi by its tangent space at chi . The dimension of the tangent space is estimated by constructing a maximal set of linearly independent vectors from the data near chi using the method of singular value decomposition. The method is used to analyse experimental data obtained from a nonlinear electronic oscillator in a chaotic state.


PACS

05.45.-a Nonlinear dynamics and nonlinear dynamical systems

MSC

37D45 Strange attractors, chaotic dynamics

Subjects

Statistical physics and nonlinear systems

Dates

Issue 9 (21 June 1987)



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