Reconstructing attractors from filtered time series

DOI10.1016/S0167-2789(96)00232-1zbMath1008.37500OpenAlexW2028401425MaRDI QIDQ5961754

No author found.

Publication date: 26 February 1997

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

Full work available at URL: https://doi.org/10.1016/s0167-2789(96)00232-1

zbMATH Keywords

chaosLyapunov exponentsnonlinear dynamical systemsattractors reconstructionfiltered time seriesHenon mapping

Mathematics Subject Classification ID

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

Related Items

Nonlinear time series forecasting of time-delay neural network embedded with Bayesian regular\-ization ⋮ The nonlinear chaotic model reconstruction for the experimental data obtained from different dynamic system

Cites Work

• Extracting qualitative dynamics from experimental data
• Embedology
• On the nature of turbulence
• Persistent Manifolds are Normally Hyperbolic
• Linear recursive filters and nonlinear dynamics
• Persistent manifolds are normally hyperbolic
• Prevalence. An addendum to: “Prevalence: a translation-invariant ‘almost every’ on infinite-dimensional spaces” [Bull. Amer. Math. Soc. (N.S.) 27 (1992), no. 2, 217–238; MR1161274 (93k:28018)]
• Invariant manifolds
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item