Determinism testing of low-dimensional signals embedded in high-dimensional multivariate time series

DOI10.1007/978-3-030-35441-1_1MaRDI QIDQ3298296zbMATH OpenOpenAlexFDO

Authors

Publication date 14 July 2020

Published in Chaos and Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-35441-1_1

zbMATH Keywords

high-dimensional multivariate time serieslow-dimensional signalstesting

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Hypothesis testing in multivariate analysis (62H15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• An equation for continuous chaos
• Deterministic Nonperiodic Flow
• scientific article; zbMATH DE number 3742275 (Why is no real title available?)
• Independent coordinates for strange attractors from mutual information.

Cited in

(2)

• Detecting high-dimensional determinism in time series with application to human movement data
• Symbolic Analysis of High-Dimensional Time Series

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