Histograms In Phase Space reconstruction Output Plot?

Hi everyone, a simple base question here: what do the histograms in the phase space reconstruction output plot mean?

Are they the distribution of the different delayed time series? Why are they useful? How can I extract mutual statistical misures from their?

Thank you for the attention, I am a bit new to the argument

Answer 1

[Shivam]

Hi Fulvio,

I understand that you want to know the significance of histograms in phaseSpaceReconstruction and how they are used to extract statistical data.

As per the documentation, in phase space reconstruction, the histograms along the diagonal of the matrix show how points are distributed along each axis of the reconstructed phase space. These histograms provide insights into the density or frequency of points at different values along a specific axis.

Additionally, you can utilize different statistical techniques to extract mutual statistical measures from these histograms. Some examples include calculating the Mean, Standard Deviation, and Entropy.

You can refer to the following documentation to know more about phaseSpaceReconstruction: https://www.mathworks.com/help/predmaint/ref/phasespacereconstruction.html

I hope it helps.