Estimating dynamical dimensions from noisy observations

DOI10.1016/J.INS.2018.06.011MaRDI QIDQ2198228zbMATH OpenOpenAlexFDO

Authors Jack Murdoch Moore, Michael Small

Publication date 9 September 2020

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://research-repository.uwa.edu.au/en/publications/8e78d1aa-3b3d-40ac-838e-0251aab1732f

zbMATH Keywords

invarianceintrinsic dimensiondescription lengthsystem classificationdynamical dimensionscalar time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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Cited in

(5)

• Remarks on the linear regression approach to dimension estimation
• Dynamical properties of maps fitted to data in the noise-free limit
• scientific article; zbMATH DE number 1048070 (Why is no real title available?)
• Characterizing systems by multi-scale structural complexity
• Estimating the active dimension of the dynamics in a time series based on an information criterion

Describes a project that uses

Uses Software

• MATLAB ODE suite
• ode23s
• ode113
• Ode15s
• ode45
• ode23
• Matlab

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