1. A method for computing a point in a phase space, the method comprising the steps of a) providing a first sequence of first data samples; b) calculating a volatility of the first sequence of first data samples; c) scaling the volatility with a factor, the factor being dependent on the length of the first sequence; d) calculating a difference between a first data sample and a last data sample of the first sequence; and e) determining a first and a second coordinate value of a point in phase space based on the volatility and the difference.