Equivariance identification using delay differential equations

✍ Scribed by C. Lainscsek; C. Letellier; J. Kadtke; G. Gouesbet; F. Schürrer

• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 245 KB
• Volume: 265
• Category: Article
• ISSN: 0375-9601
• DOI: 10.1016/s0375-9601(99)00893-2

✦ Synopsis

The construction of delay differential equations DDE from recorded data has been shown to be relevant to time series analysis. In particular, it allows one to detect the presence of a deterministic component in the signal. Also, it provides an opportunity to generate classification schemes in which a given signal may be mapped onto an equivalence class. In this Letter, this technique is applied to the important problem of symmetry detection in time series. Testing 24 numerical and 2 experimental time series, it is demonstrated that DDEs allow one to quantify distinction between equivariant and invariant time series.