A SMOOTHING ALGORITHM FOR NONLINEAR TIME SERIES

DOI10.1142/S021812740400965XzbMath1129.37347MaRDI QIDQ4655616

No author found.

Publication date: 8 March 2005

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

nonlinear systemstime seriesChaotic systems

Mathematics Subject Classification ID

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

Uses Software

• TISEAN

Cites Work

• Noise reduction: Finding the simplest dynamical system consistent with the data
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• Practical implementation of nonlinear time series methods: The <scp>TISEAN</scp> package
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• Orthogonal parameter estimation algorithm for non-linear stochastic systems
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• Orthogonal least squares methods and their application to non-linear system identification
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• On noise reduction methods for chaotic data
• Smoothing data with local instabilities for the identification of chaotic systems
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