Robust to noise and outliers estimator of correlation dimension

DOI10.1016/J.CHAOS.2016.10.017zbMATH Open1376.62059OpenAlexW2548136774MaRDI QIDQ2408366FDOQ2408366

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

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zbMATH Keywords

correlation dimensionmoving block bootstrapGaussian kernel correlation integralmodified Boltzmann sigmoidal function

Mathematics Subject Classification ID

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

Cites Work

• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• Title not available (Why is that?)
• The influence of noise on the correlation dimension of chaotic attractors
• State space reconstruction in the presence of noise
• Dynamical integral transform on fractal sets and the computation of entropy
• Integrated wavelets on fractal sets. I. The correlation dimension
• Improvement of \(K_ 2\)-entropy calculations by means of dimension scaled distances
• Asymptotic chaos expansions in finance. Theory and practice

Cited In (4)

• Recognition of the scale-free interval for calculating the correlation dimension using machine learning from chaotic time series
• A noise estimation method for corrupted correlated data
• Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level
• A Novel Method for Chaos Detection in Heavy Noisy Environments Based on Distribution of Energy

Uses Software

• KELLEY

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