Is it important to have a minimum length for a state space reconstruction? For example can we make the state space of time series a motion that lasts for 5 seconds like jumping?
Samuel Toluwalope Ogunjo
It is not necessary to have a minimum length for phase reconstruction. However, generally, short time series tend to generate errors. Moreso, for a short time series with high number of time delay will give a small state space while a longer time series will give a better picture.
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Aggelos Iliopoulos
You can use the Ruelle's formula which provides an upper bound for the estimation of D2: D2
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