Differential phase space reconstructed for chaotic time series

DOI10.1016/J.APM.2007.12.021zbMath1168.37324OpenAlexW2081746518MaRDI QIDQ840129

Peng-cheng Xu

Publication date: 5 September 2009

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2007.12.021

zbMATH Keywords

Lyapunov exponentsforecastingcorrelation dimensionrecursive least squaredelay phase spacedifferential phase space

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (2)

State space reconstruction techniques and the accuracy of prediction ⋮ Optimal homotopy analysis of a chaotic HIV-1 model incorporating AIDS-related cancer cells

Cites Work

• Identification and prediction of low dimensional dynamics
• Measuring the strangeness of strange attractors
• Estimating the dimension of a model
• Accurate derivative estimation from noisy data: a state-space approach
• On noise reduction methods for chaotic data
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