Reconstructing embedding spaces of coupled dynamical systems from multivariate data

A method for reconstructing dimensions of subspaces for weakly coupled dynamical systems is offered. The tool is able to extrapolate the subspace dimensions from the zero coupling limit, where the division of dimensions as per the algorithm is exact. Implementation of the proposed technique to multivariate data demonstrates its effectiveness in disentangling subspace dimensionalities also in the case of emergent synchronized motions, for both numerical and experimental systems.