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

Figure 7

The noise reduction analysis of the proposed SPCA algorithm and PCA for the noisy Lorenz time series, where 𝐿=11.

(a) phase diagram for noisy data

(b) phase diagram for clean data

(c) Lorentz time series

(d) phase diagram for the SPCA

(e) phase diagram for the SPCA

(f) the second denoised data

(g) phase diagram for PCA

(h) phase diagram for PCA