GLOSSARY OF TERMS USED IN TIME SERIES ANALYSIS
OF CARDIOVASCULAR DATA
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EMBEDDING DIMENSION

Number of axis of a return map sufficient to describe the properties of the corresponding phase space.

If d is the dimension of a phase space of a dynamical system which generates the time series i(n), n=1,2,...N, then the return map of the sequence of points v(n)=[i(n),i(n+1),i(n+2),...,i(n+m-1)]T can describe the characteristics of the phase space if the embedding dimension m is equal to 2d+1.

Takens F (1981) Detecting strange actractors in turbulence. In: Dynamical systems and Turbulence- Lecture Notes in Mathematics, vol. 898, Rand D.A., Young L.S., eds, Springer-Verlag, Berlin.


(PC 07/09/1999)

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