XIMENA FERNANDEZ (joint work with Diego Mateos)
ximena.l.fernandez@durham.ac.uk
Durham University (UK), EPSRC Centre for Topological Data Analysis
DSABNS 2022 - February 8, 2022
We assume we are in the followig setting:
Point cloud
Point cloud
Filtration of spaces
Point cloud
Filtration of spaces
Persistence diagram
Given a signal $X:[0,T] \to \mathbb{R}$, the delay embedding in dimension $d$ and delay $\tau$ is \[\{(X(t), X(t+\tau), X(t+2\tau), \dots, X(t+(d-1)\tau)\in \mathbb{R}^d: t\in[0, T-(d-1)\tau]\}\]
Takens Theorem. The delay embedding of an observation allows to reconstruct the entire dynamics.