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Space Time Separation dialog box |
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Use this dialog box to compute the space time separation plot for selected series. The space time separation plot is used to detect correlations between the time separation of vectors and their spatial distance in state space. The idea is to determine a time lag at which nearness is not a probability of time separation in order to exclude these neighbors when calculating nonlinear invariant statistics, such as the correlation dimension. Space time separation plots are also used as a test for Stationarity: If the histogram curves of the plot saturate in a plateau (or a stable oscillation), then the time series points are taken to be drawn from a stationary process at an adequate sampling rate.
Refer to Provenzale, Smith, Vio and Murante (1992) and Kennel (1997) for additional information on the space time separation plot and its uses.
Refer to Theiler (1986) for additional information on temporal correlations.
Input
Specifies the worksheet location of the input data for this operation.
Provides a reference to the extent of the data available in the currently active worksheet. Use this range as a guide for typing valid extents in the Input Range box.
Type in this box the range of cells containing the data you want to use as input for this command.
Check this box to indicate that the data specified by the Input Range box is organized in rows as opposed to columns (the default).
Single Series
Select this option to specify that the data specified by the Input Range box represent individual series.
Multivariate
Select this option to specify that the data specified by the Input Range box represent one multidimensional series.
Refer to Specifying Input Arguments for additional information on this subject.
Output
Specifies the worksheet location for placing the results of this operation.
Select this option to place the results of this operation in a new document workbook.
Select this option to place the results of this operation in a new worksheet.
Select this option to place the results of this operation starting at the worksheet location specified in the box to the right of this option.
Check this box to plot the results of this operation.
Refer to Specifying Output Locations for additional information on this subject.
Options
Specifies the dimensions that will be used for embedding the selected series. Type in this box an integer number greater than 0.
Specifies the time delay that will be used to embed the selected series. Type in this box the delay that will be used between the dimensional components of the embedding.
Refer to the Average Mutual Information dialog box for additional information on time delays.
Specifies the resolution of each time step. Typing 2 in this box, for example, increments time by 2 for each time step.
Specifies the number of time steps at which the number of nearest neighbors will be calculated.
Specifies the number of percent levels. Specifying 4 percentage levels, for example, implies that each level represents 25% of the points.
Displays, as a reference, the fraction of points that are represented by each percentage level. Typing 4 in the Percent Levels box, for example, makes this box to display 0.25.
Specifies the method by which distances are computed.
Loo - Max
Select this option if you want to use the Minkowski Max, 
, distance metric for measuring distances.
L1 - Manhattan
Select this option if you want to use the Minkowski Manhattan, L1, distance metric for measuring distances.
L2 - Euclidean
Select this option if you want to use the Minkowski Euclidean, L2, distance metric for measuring distances.
Closes the dialog box and carries out this operation.
Closes the dialog box without carrying out this operation.
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