Pages that link to "Item:Q4393552"
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The following pages link to Correction of the Correlation Dimension for Noisy Time Series (Q4393552):
Displaying 17 items.
- A noise estimation method for corrupted correlated data (Q862800) (← links)
- Automatic estimation of attractor invariants (Q1649946) (← links)
- Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level (Q1681049) (← links)
- Error covariance matrix estimation of noisy and dynamically coupled time series (Q1942295) (← links)
- The influence of noise on the correlation dimension of chaotic attractors (Q1963184) (← links)
- Robust to noise and outliers estimator of correlation dimension (Q2408366) (← links)
- Enhanced box and prism assisted algorithms for computing the correlation dimension (Q2468100) (← links)
- A non-subjective approach to the GP algorithm for analysing noisy time series (Q2499772) (← links)
- Noise level estimation for a chaotic time series (Q2843543) (← links)
- Estimating correlation dimension in chaotic time series (Q2844122) (← links)
- EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES (Q3379407) (← links)
- RED NOISE ESTIMATION (Q3598860) (← links)
- (Q4443450) (← links)
- (Q4458000) (← links)
- DYNAMICAL CORRELATIONS ON RECONSTRUCTED INVARIANT DENSITIES AND THEIR EFFECT ON CORRELATION DIMENSION ESTIMATION (Q4653811) (← links)
- Large Noise Level Estimation (Q4669051) (← links)
- Modified correlation entropy estimation for a noisy chaotic time series (Q5250434) (← links)