Robust to noise and outliers estimator of correlation dimension
DOI10.1016/J.CHAOS.2016.10.017zbMATH Open1376.62059OpenAlexW2548136774MaRDI QIDQ2408366FDOQ2408366
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
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- Correction of the Correlation Dimension for Noisy Time Series
correlation dimensionmoving block bootstrapGaussian kernel correlation integralmodified Boltzmann sigmoidal function
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
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- Asymptotic chaos expansions in finance. Theory and practice
- Dynamical integral transform on fractal sets and the computation of entropy
- 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)
- A novel method for chaos detection in heavy noisy environments based on distribution of energy
- 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
- Estimating correlation dimension in chaotic time series
- Resolving statistical uncertainty in correlation dimension estimation
- Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level
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