Hožič, Mario; Stefanovska, Aneta - In: Physica A: Statistical Mechanics and its Applications 280 (2000) 3, pp. 587-601
The Karhunen–Loève expansion is applied to scalar signals and the effect of window length (tw), time lag (τ) and embedding dimension (d) is analysed for periodic signals and for signals modeled by the Lorenz equations. For τ≠k/2fi (fi are characteristic frequencies of the signal, k is...
