scientific article; zbMATH DE number 1149917

MaRDI QIDQ4387330zbMATH OpenFDO

Authors Thomas Schreiber, Holger Kantz

Publication date 29 November 1998

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)

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• Chaotic dynamics reconstruction from noisy data: phenomenon of predictability worsening for incomplete set of observables
• On the overestimation of the correlation dimension.
• Influence of observational noise on the recurrence quantification analysis
• Time series analysis of complex dynamical behavior contaminated with observational noise
• Is correlation dimension a reliable proxy for the number of dominant influencing variables for modeling risk of arsenic contamination in groundwater?

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