scientific article; zbMATH DE number 1149917

zbMATH Open0901.62113MaRDI QIDQ4387330FDOQ4387330

Authors: Thomas Schreiber, Holger Kantz 

Publication date: 29 November 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

entropyprediction errormeasurement noiseupper boundsnoise levelcomplex time seriesLyapunov estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of dynamical systems (37N99)

Cited In (7)

• A SMOOTHING ALGORITHM FOR NONLINEAR TIME SERIES
• Is correlation dimension a reliable proxy for the number of dominant influencing variables for modeling risk of arsenic contamination in groundwater?
• On the overestimation of the correlation dimension.
• Chaotic dynamics reconstruction from noisy data: phenomenon of predictability worsening for incomplete set of observables
• Influence of observational noise on the recurrence quantification analysis
• Time series analysis of complex dynamical behavior contaminated with observational noise
• Dynamical and statistical properties of estimated high-dimensional ODE models: the case of the Lorenz '05 type II model

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