A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series

DOI10.1016/j.chaos.2011.10.011zbMath1271.65021OpenAlexW2016020272MaRDI QIDQ2393248

Gürsan Çoban, Ali H. Büyüklü, Atin Das

Publication date: 7 August 2013

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0960077911002281

zbMATH Keywords

algorithmnumerical exampleslinear least squaresRösslerHenonChua flow dataIkeda map and Lorenznoise level of chaotic time seriesTISEAN algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items

High level chaos in the exchange and index markets ⋮ Automatic estimation of attractor invariants ⋮ LYAPUNOV-EXPONENT SPECTRUM FROM NOISY TIME SERIES

Uses Software

• TISEAN
• GSL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Noise robust estimates of the largest Lyapunov exponent
• Estimating measurement noise in a time series by exploiting nonstationarity
• Estimation of a noise level using coarse-grained entropy of experimental time series of internal pressure in a combustion engine
• A review of the parameter estimation problem of fitting positive exponential sums to empirical data
• Fitting distribution-like data to exponential sums with genetic algorithms
• Practical implementation of nonlinear time series methods: The <scp>TISEAN</scp> package
• On Least Squares Exponential Sum Approximation With Positive Coefficients
• Nonlinear Time Series Analysis
• Large Noise Level Estimation
• Detecting noise in a time series
• A method of estimating the noise level in a chaotic time series

This page was built for publication: A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series