Recovery of delay time from time series based on the nearest neighbor method

DOI10.1016/J.PHYSLETA.2013.09.046zbMath1302.37049OpenAlexW2157452931MaRDI QIDQ482986

M. D. Prokhorov, V. S. Khorev, Vladimir I. Ponomarenko

Publication date: 15 December 2014

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2013.09.046

zbMATH Keywords

parameter estimationtime series analysisnearest neighborsnonlinear time-delayed feedback systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Feedback control (93B52) Time series analysis of dynamical systems (37M10)

Related Items (1)

Class-oriented techniques for reconstruction of dynamics from time series

Cites Work

• Reconstruction of time-delayed feedback systems from time series
• Delay differential equations: with applications in population dynamics
• Choice of neighbor order in nearest-neighbor classification
• Inferring mechanism from time-series data: Delay-differential equations
• Parameter estimation in nonlinear delayed feedback systems from noisy data
• Numerical modelling in biosciences using delay differential equations
• Extraction of delay information from chaotic time series based on information entropy
• Reconstruction of nonlinear time delay models from data by the use of optimal transformations.
• Coarse-grained embeddings of time series: Random walks, Gaussian random processes, and deterministic chaos
• Oscillation and Chaos in Physiological Control Systems
• Applied Delay Differential Equations

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