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来自「时间序列工具」· HTML 代码 · 共 51 行
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<!DOCTYPE HTML PUBLIC "-//IETF//DTD HTML 2.2//EN"><!--Converted with LaTeX2HTML 96.1-h (September 30, 1996) by Nikos Drakos (nikos@cbl.leeds.ac.uk), CBLU, University of Leeds --><HTML><HEAD><TITLE>Space-time separation plot</TITLE><META NAME="description" CONTENT="Space-time separation plot"><META NAME="keywords" CONTENT="TiseanHTML"><META NAME="resource-type" CONTENT="document"><META NAME="distribution" CONTENT="global"><LINK REL=STYLESHEET HREF="TiseanHTML.css"></HEAD><BODY bgcolor=ffffff LANG="EN" > <A NAME="tex2html220" HREF="node16.html"><IMG WIDTH=37 HEIGHT=24 ALIGN=BOTTOM ALT="next" SRC="icons/next_motif.gif"></A> <A NAME="tex2html218" HREF="node13.html"><IMG WIDTH=26 HEIGHT=24 ALIGN=BOTTOM ALT="up" SRC="icons/up_motif.gif"></A> <A NAME="tex2html214" HREF="node14.html"><IMG WIDTH=63 HEIGHT=24 ALIGN=BOTTOM ALT="previous" SRC="icons/previous_motif.gif"></A> <BR><B> Next:</B> <A NAME="tex2html221" HREF="node16.html">Nonlinear prediction</A><B>Up:</B> <A NAME="tex2html219" HREF="node13.html">Visualizationnon-stationarity</A><B> Previous:</B> <A NAME="tex2html215" HREF="node14.html">Recurrence plots</A><BR> <P><H2><A NAME="SECTION00042000000000000000">Space-time separation plot</A></H2><A NAME="secstp"> </A>While the recurrence plot shows absolute times, the space-time separation plotintroduced by Provenzale et al. [<A HREF="citation.html#stp">41</A>] integrates along parallels to thediagonal and thus only shows relative times. One usually draws lines ofconstant probability per time unit of a point to be an <IMG WIDTH=6 HEIGHT=7 ALIGN=BOTTOM ALT="tex2html_wrap_inline6495" SRC="img3.gif">-neighbor ofthe current point, when its time distance is <IMG WIDTH=13 HEIGHT=12 ALIGN=BOTTOM ALT="tex2html_wrap_inline6775" SRC="img44.gif">. This helpsidentifying temporal correlations inside the time series and is relevant toestimate a reasonable delay time, and, more importantly, the Theiler-window <I>w</I>in dimension and Lyapunov-analysis (see Sec. <A HREF="node29.html#secdimension"><IMG ALIGN=BOTTOM ALT="gif" SRC="icons/cross_ref_motif.gif"></A>). Said indifferent words, it shows how large the temporal distance between points shouldbe so that we can assume that they form independent samples according to theinvariant measure. The corresponding routine of the TISEAN packageis <a href="../docs_f/stp.html">stp</a>, see Fig. <A HREF="node15.html#figvisualstp"><IMG ALIGN=BOTTOM ALT="gif" SRC="icons/cross_ref_motif.gif"></A>.<P><P><blockquote><A NAME="4721"> </A><IMG WIDTH=345 HEIGHT=213 ALIGN=BOTTOM ALT="figure613" SRC="img45.gif"><BR><STRONG>Figure:</STRONG> <A NAME="figvisualstp"> </A> Space-time separation plot of the CO<IMG WIDTH=6 HEIGHT=11 ALIGN=MIDDLE ALT="tex2html_wrap_inline6701" SRC="img39.gif"> laser data. Shown are lines of constant probability density of a point to be <IMG WIDTH=6 HEIGHT=7 ALIGN=BOTTOM ALT="tex2html_wrap_inline6495" SRC="img3.gif">-neighbor of the current point if its temporal distance is <IMG WIDTH=13 HEIGHT=12 ALIGN=BOTTOM ALT="tex2html_wrap_inline6775" SRC="img44.gif">. Probability densitites are 1/10 to 1 with increments of 1/10 from bottom to top. Clear correlations are visible.<BR></blockquote><P><HR><A NAME="tex2html220" HREF="node16.html"><IMG WIDTH=37 HEIGHT=24 ALIGN=BOTTOM ALT="next" SRC="icons/next_motif.gif"></A> <A NAME="tex2html218" HREF="node13.html"><IMG WIDTH=26 HEIGHT=24 ALIGN=BOTTOM ALT="up" SRC="icons/up_motif.gif"></A> <A NAME="tex2html214" HREF="node14.html"><IMG WIDTH=63 HEIGHT=24 ALIGN=BOTTOM ALT="previous" SRC="icons/previous_motif.gif"></A> <BR><B> Next:</B> <A NAME="tex2html221" HREF="node16.html">Nonlinear prediction</A><B>Up:</B> <A NAME="tex2html219" HREF="node13.html">Visualizationnon-stationarity</A><B> Previous:</B> <A NAME="tex2html215" HREF="node14.html">Recurrence plots</A><P><ADDRESS><I>Thomas Schreiber <BR>Wed Jan 6 15:38:27 CET 1999</I></ADDRESS></BODY></HTML>⌨️ 快捷键说明
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