Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective

DOI10.1098/rsta.1994.0094zbMath0859.62077OpenAlexW2169411417MaRDI QIDQ5687573

Bing Cheng, Howell Tong

Publication date: 9 April 1997

Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.1994.0094

zbMATH Keywords

time seriesorthogonal projectionscurse of dimensionalitydistance functionsembedding dimensionnonlinear autoregressionsample size requirementchaotic skeletonestimation of embedding dimensionsequence of L2-spaces

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Characterization of chaotic multiscale features on the time series of melt index in industrial propylene polymerization system ⋮ Using invariants to determine change detection in dynamical system with chaos ⋮ Using invariants to change detection in dynamical system with chaos ⋮ Multiscale dynamic analysis of blast furnace system based on intensive signal processing

This page was built for publication: Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective