Reconstruction of Phase Space of Dynamical Systems Using Method of Time Delay

Abstract

Selected elements of dynamical system (DS) theory approach to nonlinear time series analysis are introduced. Key role in this concept plays a method of time delay.

The method enables us reconstruct phase space trajectory of DS without knowledge of its governing equations. Our variant is tested and compared with wellknown TISEAN package for Lorenz and Hénon systems.

Keywords

• Phase space reconstruction
• Dynamical systems
• Time delay method