Estimating correlation dimension in chaotic time series

MaRDI QIDQ2844122zbMATH OpenFDO

Authors Atsushi Kawaguchi, Takashi Yanagawa

Publication date 28 August 2013

Published in Bulletin of Informatics and Cybernetics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Recommendations

• Estimatings the correlation dimension from chaotic dynamical systems by U-statistics
• Resolving statistical uncertainty in correlation dimension estimation
• Robust to noise and outliers estimator of correlation dimension
• Correction of the Correlation Dimension for Noisy Time Series
• ESTIMATING DIMENSIONS WITH CONFIDENCE

Cited in

(22)

• Correlation dimension for paired discrete time series
• A consistent approach to least squares estimation of correlation dimension in weak Bernoulli dynamical systems
• Determining the degree of chaos from analysis of ISI time series in the nervous system: A comparison between correlation dimension and nonlinear forecasting methods
• Most probable dimension value and most flat interval methods for automatic estimation of dimension from time series
• Effective scaling regime for computing the correlation dimension from chaotic time series
• Robust to noise and outliers estimator of correlation dimension
• Recognition of the scale-free interval for calculating the correlation dimension using machine learning from chaotic time series
• Remarks on the linear regression approach to dimension estimation
• Estimating the embedding dimension and delay time of chaotic time series by an autoregressive model
• Estimatings the correlation dimension from chaotic dynamical systems by U-statistics
• The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
• OPTIMAL RECONSTRUCTION SPACE FOR ESTIMATING CORRELATION DIMENSION
• ESTIMATING DIMENSIONS WITH CONFIDENCE
• Correction of the Correlation Dimension for Noisy Time Series
• scientific article; zbMATH DE number 2059722 (Why is no real title available?)
• Ω-dimension of chaotic time series
• Analysis of Chaos-Based Code Tracking Using Chaotic Correlation Statistics
• Modified correlation entropy estimation for a noisy chaotic time series
• Resolving statistical uncertainty in correlation dimension estimation
• scientific article; zbMATH DE number 6402177 (Why is no real title available?)
• Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective
• A maximum likelihood approach to correlation dimension and entropy estimation

This page was built for publication: Estimating correlation dimension in chaotic time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2844122)