A method of embedding dimension estimation based on symplectic geometry

DOI10.1016/S0375-9601(02)01164-7MaRDI QIDQ1847711zbMATH OpenOpenAlexFDO

Authors Min Lei, Zhizhong Wang, Zhengjin Feng

Publication date 23 October 2002

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

Full work available at URL https://doi.org/10.1016/s0375-9601(02)01164-7

zbMATH Keywords

noisenonlinear time seriesscalar time series

Mathematics Subject Classification ID

Dynamical systems with hyperbolic behavior (37D99) Time series analysis of dynamical systems (37M10)

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Cites work

• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• Detecting nonlinearity of action surface EMG signal
• Embedding as a modeling problem
• Extracting qualitative dynamics from experimental data
• scientific article; zbMATH DE number 4018583 (Why is no real title available?)
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 4078717 (Why is no real title available?)
• Information and entropy in strange attractors
• Measuring the strangeness of strange attractors
• Nonlinear dynamics delay times, and embedding windows
• ON CHAOS DETECTION METHODS
• Practical method for determining the minimum embedding dimension of a scalar time series
• Reconstructing attractors from scalar time series: A comparison of singular system and redundancy criteria
• Singular-value decomposition in attractor reconstruction: Pitfalls and precautions

Cited in

(9)

• Practical method for determining the minimum embedding dimension of a scalar time series
• Chaos suppression in fractional systems using adaptive fractional state feedback control
• Model based method for estimating an attractor dimension from uni/multivariate chaotic time series with application to Bremen climatic dynamics
• Kaldor-Kalecki new model on business cycles
• Earthquake nucleation in a stochastic fault model of globally coupled units with interaction delays
• A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle
• A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography
• EFFECT OF OUTLIERS ON THE FRACTAL DIMENSION ESTIMATION
• Identification determinism in time series based on symplectic geometry spectra

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