Detecting high-dimensional determinism in time series with application to human movement data

DOI10.1016/j.nonrwa.2011.12.017zbMath1406.62099MaRDI QIDQ1926167

Olivier Caron, Sofiane Ramdani, Frédéric Bouchara

Publication date: 28 December 2012

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.12.017

zbMATH Keywords

chaos; high dimension; nonlinear time series analysis; human movement; false nearest neighbors

Mathematics Subject Classification ID

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

62P25: Applications of statistics to social sciences

Related Items

A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography

Uses Software

• K2

Cites Work

• A directed weighted complex network for characterizing chaotic dynamics from time series
• Neural network method for determining embedding dimension of a time series
• Multi-wing hyperchaotic attractors from coupled Lorenz systems
• Influence of noise on the averaged false neighbors method for analyzing time series
• A survey of numerical methods for stochastic differential equations
• Testing for nonlinearity in time series: the method of surrogate data
• Chaotic attractors of an infinite-dimensional dynamical system
• Determining Lyapunov exponents from a time series
• Measuring the strangeness of strange attractors
• Finite correlation dimension for stochastic systems with power-law spectra
• Nonlinear prediction of chaotic time series
• Embedology
• Practical method for determining the minimum embedding dimension of a scalar time series
• Surrogate time series.
• Decreased chaos after exercise in cardiac output time series of rats: A preliminary report
• Constrained-realization Monte-Carlo method for hypothesis testing
• A practical method for calculating largest Lyapunov exponents from small data sets
• Nonlinearity in normal human EEG: cycles, temporal asymmetry, nonstationarity and randomness, not chaos
• Nonlinear time series analysis of normal and pathological human walking
• An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
• Independent coordinates for strange attractors from mutual information
• A unified approach to attractor reconstruction
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Ergodic theory of chaos and strange attractors
• Oscillation and Chaos in Physiological Control Systems
• Nonlinear Time Series Analysis
• Scalar observations from a class of high-dimensional chaotic systems: Limitations of the time delay embedding
• Recurrences determine the dynamics
• Estimation of dynamical invariants without embedding by recurrence plots
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item