stplot {tseriesChaos} | R Documentation |
Space-time separation plot
stplot(series, m, d, idt=1, mdt)
series |
time series |
m |
embedding dimension |
d |
time delay |
idt |
observation steps in each iteration |
mdt |
number of iterations |
Produces the space-time separation plot, as introduced by Provenzale et al. (1992), which can be used to decide the Theiler time window t
, which is required in many other algorithms in this package.
It plots the probability that two points in the reconstructed phase-space have distance smaller than epsilon in function of epsilon and of the time t between the points, as iso-lines at levels 10%, 20%, ..., 100%.
lines of costant probability at 10%, 20%, ..., 100%.
Antonio, Fabio Di Narzo
Kantz H., Schreiber T., Nonlinear time series analysis. Cambridge University Press, (1997)
Provenzale A., Smith L. A., Vio R. and Murante G., Distiguishing between low-dimensional dynamics and randomness in measured time series. Physica D., volume 58, 31 (1992)
stplot(rossler.ts, m=3, d=8, idt=1, mdt=250)