Noise reduction in chaotic time series using scaled probabilistic methods

DOI10.1007/BF01238817zbMath0799.60039MaRDI QIDQ1322800

Henry D. I. Abarbanel, Pierre-François Marteau

Publication date: 9 June 1994

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

zbMATH Keywords

noise reduction; maximum a posteriori probability methods; probabilistic analysis of local behavior in the phase space; scaled probabilistic cleaning; signal separation in chaos

Mathematics Subject Classification ID

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

60G10: Stationary stochastic processes

60G35: Signal detection and filtering (aspects of stochastic processes)

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