@misc{Dietrich2008,
  type      = {Master Thesis},
  author    = {Dietrich, Jan Philipp},
  title     = {Phase Space Reconstruction using the frequency domain : a generalization of actual methods},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-50738},
  school      = {Universit{\"a}t Potsdam},
  year      = {2008},
  abstract  = {Phase Space Reconstruction is a method that allows to reconstruct the phase space of a system using only an one dimensional time series as input. It can be used for calculating Lyapunov-exponents and detecting chaos. It helps to understand complex dynamics and their behavior. And it can reproduce datasets which were not measured. There are many different methods which produce correct reconstructions such as time-delay, Hilbert-transformation, derivation and integration. The most used one is time-delay but all methods have special properties which are useful in different situations. Hence, every reconstruction method has some situations where it is the best choice. Looking at all these different methods the questions are: Why can all these different looking methods be used for the same purpose? Is there any connection between all these functions? The answer is found in the frequency domain : Performing a Fourier transformation all these methods getting a similar shape: Every presented reconstruction method can be described as a multiplication in the frequency domain with a frequency-depending reconstruction function. This structure is also known as a filter. From this point of view every reconstructed dimension can be seen as a filtered version of the measured time series. It contains the original data but applies just a new focus: Some parts are amplified and other parts are reduced. Furthermore I show, that not every function can be used for reconstruction. In the thesis three characteristics are identified, which are mandatory for the reconstruction function. Under consideration of these restrictions one gets a whole bunch of new reconstruction functions. So it is possible to reduce noise within the reconstruction process itself or to use some advantages of already known reconstructions methods while suppressing unwanted characteristics of it.},
  language  = {en}
}