Abstract
We propose a method for filling arbitrarily wide gaps in deterministic time series. Crucial to the method is the ability to apply Takens' theorem in order to reconstruct the dynamics underlying the time series. We introduce a functional to evaluate the degree of compatibility of a filling sequence of data with the reconstructed dynamics. An algorithm for finding highly compatible filling sequences with a reasonable computational effort is then discussed.
Original language | English (US) |
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Pages (from-to) | 47-53 |
Number of pages | 7 |
Journal | Physics Letters, Section A: General, Atomic and Solid State Physics |
Volume | 346 |
Issue number | 1-3 |
DOIs | |
State | Published - Oct 10 2005 |
Keywords
- Chaos
- Filling gaps
- Time series analysis
ASJC Scopus subject areas
- General Physics and Astronomy