Detecting dynamical nonstationarity in time series data

DOI10.1063/1.166458zbMath0996.37076OpenAlexW2063152945WikidataQ30799366 ScholiaQ30799366MaRDI QIDQ2727141

Robert G. Harrison, Dejin Yu, Weiping Lu

Publication date: 15 August 2001

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.166458

zbMATH Keywords

analyzing experimental datadynamical nonstationaritynonlinear statistical distributionsnonliner time series

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Related Items (1)

Estimating measurement noise in a time series by exploiting nonstationarity

Cites Work

• Finite correlation dimension for stochastic systems with power-law spectra
• Stationarity and nonstationarity in time series analysis
• Independent coordinates for strange attractors from mutual information
• A TEST FOR STATIONARITY: FINDING PARTS IN TIME SERIES APT FOR CORRELATION DIMENSION ESTIMATES

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