Delay embedding in the presence of dynamical noise

DOI10.1080/02681119808806259zbMath0909.62084OpenAlexW2022980104WikidataQ57233210 ScholiaQ57233210MaRDI QIDQ4214794

Rainer Hegger, Mark R. Muldoon, David S. Broomhead, J. P. Huke

Publication date: 8 April 1999

Published in: Dynamics and Stability of Systems (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/34/1/NoisyEmbed.pdf

zbMATH Keywords

time seriesrandom displacementsTakens's theorem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamical systems and ergodic theory (37-XX)

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Cites Work

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• Noise reduction: Finding the simplest dynamical system consistent with the data
• State space reconstruction in the presence of noise
• Embedology
• Cancelling deterministic noise by constructing nonlinear inverses to linear filters
• Differentiable manifolds
• EXTRACTING SLOWLY VARYING SIGNALS FROM A CHAOTIC BACKGROUND
• Takens embedding theorems for forced and stochastic systems
• Deterministic Nonperiodic Flow

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