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Details of Grant 

EPSRC Reference: GR/L42513/01
Title: EMBEDDING AND RECONSTRUCTION FOR SPATIO-TEMPORAL TIME SERIES
Principal Investigator: Stark, Professor J
Other Investigators:
Huke, Dr J Broomhead, Professor D
Researcher Co-Investigators:
Project Partners:
Department: Centre for Nonlinear Dynamics (CNDA)
Organisation: UCL
Scheme: Standard Research (Pre-FEC)
Starts: 01 August 1997 Ends: 31 July 1999 Value (£): 82,287
EPSRC Research Topic Classifications:
Non-linear Systems Mathematics
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
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Summary on Grant Application Form
The last decade has seen the development of a wide range of techniques for analysing and processing time series generated by non-linear dynamical systems. In appropriate circumstances these are capable of results far superior to those that can be obtained with traditional linear signal processing methods. We propose to extend this approach to time series generated by spatio-temporal systems; these arise in a wide range of applications including most types of fluid flow, pattern formation in chemical and biological systems, dynamics of ecosystems, road traffic, vibrations of structures such as beams, plates and shells, electrical networks such as the National Grid and many others. Currently there is no theory, and little practical experience in analysing such data from a non-linear dynamics point of view. We therefore intend to develop a theoretical framework in which the analysis of such time series can be carried out, to investigate the fundamental limits of such analysis and in particular to determine what information about the generating dynamical system can be recovered from an observed time series. We shall then go on to devise new algorithms based on this theory and evaluate them using simple example of spatio-temporal systems.
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