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About: Takens' Embedding Theorem

Module by: Han Lun Yap. E-mail the author

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Name: Takens' Embedding Theorem
ID: m38655
Language: English (en)
Summary: Takens’ embedding theorem tells us that information about the hidden states of a dynamical system can be preserved in a time series output. Indeed, a variety of algorithms for tasks such as time series prediction and attractor dimension estimation exploit Takens’ result. The goal of this module is thus to detail and discuss Takens' result.
Subject: Mathematics and Statistics
Keywords: Embedding, State Space Methods, Time Series Analysis, Time Series Prediction
License: Creative Commons Attribution License CC-BY 3.0

Authors: Han Lun Yap (yaphanlun@gatech.edu)
Copyright Holders: Han Lun Yap (yaphanlun@gatech.edu)
Maintainers: Han Lun Yap (yaphanlun@gatech.edu)

Latest version: 1.2 (history)
First publication date: Jul 11, 2011 12:43 pm -0500
Last revision to module: Jul 15, 2011 10:26 am -0500

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Version History

Version: 1.2 Jul 15, 2011 10:26 am -0500 by Han Lun Yap
Changes:
Corrected metadata

Version: 1.1 Jul 15, 2011 10:22 am -0500 by Han Lun Yap
Changes:
New module on Takens' embedding theorem.

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American Chemical Society (ACS) Style Guide:

Yap, H. Takens' Embedding Theorem, Connexions Web site. http://cnx.org/content/m38655/1.2/, Jul 15, 2011.

American Medical Assocation (AMA) Manual of Style:

Yap H. Takens' Embedding Theorem [Connexions Web site]. July 15, 2011. Available at: http://cnx.org/content/m38655/1.2/.

American Psychological Assocation (APA) Publication Manual:

Yap, H. (2011, July 15). Takens' Embedding Theorem. Retrieved from the Connexions Web site: http://cnx.org/content/m38655/1.2/

Chicago Manual of Style (Bibliography):

Yap, Han Lun. "Takens' Embedding Theorem." Connexions. July 15, 2011. http://cnx.org/content/m38655/1.2/.

Chicago Manual of Style (Note):

Han Lun Yap, "Takens' Embedding Theorem," Connexions, July 15, 2011, http://cnx.org/content/m38655/1.2/.

Chicago Manual of Style (Reference, in Author-Date style):

Yap, H. 2011. Takens' Embedding Theorem. Connexions, July 15, 2011. http://cnx.org/content/m38655/1.2/.

Modern Languages Association (MLA) Style Manual:

Yap, Han Lun. Takens' Embedding Theorem. Connexions. 15 July 2011 <http://cnx.org/content/m38655/1.2/>.