Correction of the Correlation Dimension for Noisy Time Series
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Publication:4393552
DOI10.1142/S0218127497001023zbMATH Open1091.62526OpenAlexW2047615346MaRDI QIDQ4393552FDOQ4393552
Publication date: 1997
Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127497001023
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)
Cited In (14)
- RED NOISE ESTIMATION
- Modified correlation entropy estimation for a noisy chaotic time series
- Title not available (Why is that?)
- Enhanced box and prism assisted algorithms for computing the correlation dimension
- A noise estimation method for corrupted correlated data
- Large Noise Level Estimation
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- Automatic estimation of attractor invariants
- DYNAMICAL CORRELATIONS ON RECONSTRUCTED INVARIANT DENSITIES AND THEIR EFFECT ON CORRELATION DIMENSION ESTIMATION
- Error covariance matrix estimation of noisy and dynamically coupled time series
- EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
- The influence of noise on the correlation dimension of chaotic attractors
- A non-subjective approach to the GP algorithm for analysing noisy time series
- Estimation and Application of Correlation Dimension of Experimental Time Series
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