A non-subjective approach to the GP algorithm for analysing noisy time series

DOI10.1016/j.physd.2006.01.027zbMath1103.37055arXivnlin/0603024OpenAlexW2078944484MaRDI QIDQ2499772

R. Misra, G. Ambika, K. P. Harikrishnan, A. K. Kembhavi

Publication date: 14 August 2006

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/nlin/0603024

zbMATH Keywords

chaoscorrelation dimensionsurrogate analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamical systems in biology (37N25) Medical applications (general) (92C50) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Celestial mechanics (70F15) Dynamical systems in classical and celestial mechanics (37N05)

Related Items

Recognition of the scale-free interval for calculating the correlation dimension using machine learning from chaotic time series ⋮ On the transition to hyperchaos and the structure of hyperchaotic attractors ⋮ Characterization of chaotic attractors under noise: a recurrence network perspective ⋮ Fractal measures and nonlinear dynamics of overcontact binaries ⋮ Parametric characterisation of a chaotic attractor using the two scale Cantor measure ⋮ AN ALGORITHMIC COMPUTATION OF CORRELATION DIMENSION FROM TIME SERIES ⋮ NOISE LEVEL ESTIMATION FOR A CHAOTIC TIME SERIES ⋮ Computing the multifractal spectrum from time series: An algorithmic approach

Uses Software

• TISEAN

Cites Work

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• IMPROVED CORRELATION DIMENSION CALCULATION