Correction of the Correlation Dimension for Noisy Time Series

DOI10.1142/S0218127497001023zbMATH Open1091.62526OpenAlexW2047615346MaRDI QIDQ4393552FDOQ4393552

Authors Dimitris Kugiumtzis

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

Mathematics Subject Classification ID

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

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Cited in

(18)

• Enhanced box and prism assisted algorithms for computing the correlation dimension
• scientific article; zbMATH DE number 2024867 (Why is no real title available?)
• A noise estimation method for corrupted correlated data
• Automatic estimation of attractor invariants
• Large Noise Level Estimation
• Noise level estimation for a chaotic time series
• Modified correlation entropy estimation for a noisy chaotic time series
• Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level
• Estimating correlation dimension in chaotic time series
• Robust to noise and outliers estimator of correlation dimension
• RED NOISE ESTIMATION
• EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
• Estimation and Application of Correlation Dimension of Experimental Time Series
• The influence of noise on the correlation dimension of chaotic attractors
• DYNAMICAL CORRELATIONS ON RECONSTRUCTED INVARIANT DENSITIES AND THEIR EFFECT ON CORRELATION DIMENSION ESTIMATION
• Error covariance matrix estimation of noisy and dynamically coupled time series
• A non-subjective approach to the GP algorithm for analysing noisy time series
• scientific article; zbMATH DE number 2059722 (Why is no real title available?)

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