Detecting noise in a time series
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Publication:4936396
DOI10.1063/1.166214zbMath0938.37053OpenAlexW2044150334WikidataQ73463575 ScholiaQ73463575MaRDI QIDQ4936396
Paul E. Rapp, C. J. Cellucci, A. M. Albano, R. A. Pittenger, R. C. Josiassen
Publication date: 8 February 2000
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.166214
Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Numerical chaos (65P20)
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Cites Work
- Testing for nonlinearity in time series: the method of surrogate data
- Determining Lyapunov exponents from a time series
- Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems
- Estimating dimension from small samples
- Statistics, probability and chaos. With discussion and a rejoinder by the author
- A practical method for calculating largest Lyapunov exponents from small data sets
- Oscillation and Chaos in Physiological Control Systems
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