GLOSSARY OF TERMS USED IN TIME SERIES ANALYSIS OF CARDIOVASCULAR DATA

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Space in which each point describes the state of a dynamical system as a function of the non-constant parameters of the system.

For example, in a case of a pendulum, the system is described by four parameters: position, velocity, weight and length of the pendulum. The constant parameters of the system (i.e., the pendulum weight and length) are disregarded, and the phase space has two dimensions only: the position of the pendulum and its velocity.

Trajectories of a pendulum for two different starting conditions (position and velocity) plotted (left) in the position-velocity phase space and (right) as time courses of position.

Packard et al. (1980) demonstrated that the characteristics of the phase space can be derived by a plot, named “return map”, obtained from the time series which is the observed output of the dynamical system.

Packard NH, Crutchfield JP, Farmer JD, Shaw RS (1980) Geometry from a time series, Phys Rev Lett, 45 (9), 712-716