stplot function

Space-time separation plot

stplot(series, m, d, idt=1, mdt)

Arguments

• series: time series
• m: embedding dimension
• d: time delay
• idt: observation steps in each iteration
• mdt: number of iterations

Details

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%.

Returns

lines of costant probability at 10%, 20%, , 100%.

See Also

false.nearest, d2, lyap_k

Examples

stplot(rossler.ts, m=3, d=8, idt=1, mdt=250)

References

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)

Author(s)

Antonio, Fabio Di Narzo