PDE Seminar (2015/4/27): Delay embedding analysis for scalar time-series based on functional analysis and its application

Date
2015-4-27 16:30 - 2015-4-27 17:30
Place
Faculty of Science Building #3, Room 309
Speaker/Organizer
Naoto Nakano (Hokkaido University)
 
We consider a method of delay-embedding analysis for scalar time-series. Delay-embedding theory has been developed in many areas of research and made a lot of progress in data analysis. However, choosing appropriate delay length and embedding dimension are still difficult issues in a practical problem, though Takens' theorem ensures the validity of the method. We derive a data analysis method for embedded time-series and it gives a good Ansatz for choice of them. Our method is based on the framework of classical Fredholm theory, and it enables us to determine the characteristics of the time-series. We will also show some practical examples using this method.