Robust to noise and outliers estimator of correlation dimension

DOI10.1016/J.CHAOS.2016.10.017MaRDI QIDQ2408366zbMATH OpenOpenAlexFDO

Authors Zouhaier Dhifaoui

Publication date 12 October 2017

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

Full work available at URL https://doi.org/10.1016/j.chaos.2016.10.017

zbMATH Keywords

correlation dimensionGaussian kernel correlation integralmodified Boltzmann sigmoidal functionmoving block bootstrap

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Asymptotic chaos expansions in finance. Theory and practice
• Dynamical integral transform on fractal sets and the computation of entropy
• scientific article; zbMATH DE number 1274356 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• Improvement of \(K_ 2\)-entropy calculations by means of dimension scaled distances
• Integrated wavelets on fractal sets. I. The correlation dimension
• State space reconstruction in the presence of noise
• The influence of noise on the correlation dimension of chaotic attractors
• The jackknife and the bootstrap for general stationary observations

Cited in

(6)

• Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level
• Recognition of the scale-free interval for calculating the correlation dimension using machine learning from chaotic time series
• Estimating correlation dimension in chaotic time series
• A novel method for chaos detection in heavy noisy environments based on distribution of energy
• Resolving statistical uncertainty in correlation dimension estimation
• A noise estimation method for corrupted correlated data

Describes a project that uses

Uses Software

• KELLEY

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