Symplectic Principal Component Analysis: A New Method for Time Series Analysis

Figure 4

Chaotic signal reconstructed by the proposed SPCA algorithm with 𝑘=3, where (a) the time series of the original Lorenz data 𝑥 without noise and the estimated data; (b) phase diagrams with 𝐿=11 for the original Lorenz data 𝑥 without noise and the estimated data. The sampling time 𝑇_𝑠=0.01.