Improved cost functions for modelling of noisy chaotic time series

DOI10.1016/S0167-2789(97)00159-0zbMath0926.62082OpenAlexW2044406332MaRDI QIDQ1373352

Holger Kantz, Lars Jaeger

Publication date: 18 November 1997

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-2789(97)00159-0

zbMATH Keywords

parameter estimationnumerical examplesexperimental examplesindependent variables noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (3)

Statistical inference for dynamical systems: a review ⋮ Error criteria for cross validation in the context of chaotic time series prediction ⋮ Symbolic partition in chaotic maps

Cites Work

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• Embedology
• Robust estimation of tangent maps and Liapunov spectra
• Homoclinic tangencies and non-normal Jacobians-effects of noise in nonhyperbolic chaotic systems
• Nonlinear Time Series Analysis

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