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Takens embedding theorem
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Closes #7
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Datseris committed Nov 18, 2018
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2 changes: 1 addition & 1 deletion README.md
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This repo is a minimal package used throughout JuliaDynamics. The features are:

1. Defines the `Dataset` structure, which is a wrapper of `Vector{SVector}`, used in **DynamicalSystems.jl**.
2. Implements methods for delay coordinates embedding (Taken's theorem) with high performance and many features.
2. Implements methods for delay coordinates embedding (Takens' theorem) with high performance and many features.
3. Algorithms for estimating optimal delay embedding parameters, the delay time and the number of temporal neighbors (generalization of the "embedding dimension").
3. Provides a unified `neighborhood` function that works across different kinds of nearest neighbor searching packages.
3 changes: 2 additions & 1 deletion src/reconstruction.jl
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The reconstructed dataset can have same
invariant quantities (like e.g. lyapunov exponents) with the original system
that the timeseries were recorded from, for proper `γ` and `τ` [1, 2].
that the timeseries were recorded from, for proper `γ` and `τ`.
This is known as the Takens embedding theorem [1, 2].
The case of different delay times allows reconstructing systems with many time scales,
see [3].
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