Using information to generate derivative coordinates from noisy time series

DOI10.1016/j.cnsns.2010.11.011zbMath1220.94020OpenAlexW2002232599MaRDI QIDQ551076

R. Fales, Brian P. Mann, Firas A. Khasawneh

Publication date: 13 July 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2010.11.011

zbMATH Keywords

data smoothingderivative coordinatesinformation recoveryinformation-theoretic methodnoisy time seriessignal derivatives

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Information theory (general) (94A15)

Cites Work

• Reconstructing attractors from scalar time series: A comparison of singular system and redundancy criteria
• A practical guide to splines
• Independent coordinates for strange attractors from mutual information
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