Influence of noise on the averaged false neighbors method for analyzing time series

DOI10.1016/J.PHYSD.2006.09.019zbMath1130.37412OpenAlexW4297631910MaRDI QIDQ857200

Jean-François Casties, Denis Mottet, Sofiane Ramdani, Frédéric Bouchara

Publication date: 14 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.physd.2006.09.019

zbMATH Keywords

noisechaosminimum embedding dimensionfalse nearest neighborsstatistical parameters

Mathematics Subject Classification ID

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

Related Items (4)

Detecting high-dimensional determinism in time series with application to human movement data ⋮ Chaos control in delayed phase space constructed by the Takens embedding theory ⋮ A NEW IRREGULARITY CRITERION FOR DISCRIMINATION OF STOCHASTIC AND DETERMINISTIC TIME SERIES ⋮ Kernel-based local order estimation of nonlinear nonparametric systems

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