Recovery of delay time from time series based on the nearest neighbor method

DOI10.1016/J.PHYSLETA.2013.09.046zbMATH Open1302.37049OpenAlexW2157452931MaRDI QIDQ482986FDOQ482986

V. I. Ponomarenko, M. D. Prokhorov, V. S. Khorev

Publication date: 15 December 2014

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2013.09.046

zbMATH Keywords

parameter estimationnearest neighborstime series analysisnonlinear time-delayed feedback systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Feedback control (93B52)

Cites Work

• Oscillation and Chaos in Physiological Control Systems
• Delay differential equations: with applications in population dynamics
• Choice of neighbor order in nearest-neighbor classification
• Applied Delay Differential Equations
• Numerical modelling in biosciences using delay differential equations
• Inferring mechanism from time-series data: Delay-differential equations
• Parameter estimation in nonlinear delayed feedback systems from noisy data
• Extraction of delay information from chaotic time series based on information entropy
• Reconstruction of nonlinear time delay models from data by the use of optimal transformations.
• Coarse-grained embeddings of time series: Random walks, Gaussian random processes, and deterministic chaos
• Reconstruction of time-delayed feedback systems from time series

Cited In (3)

• Decentralized robust adaptive output-feedback control for a class of large-scale stochastic time-delay nonlinear systems with dynamic interactions
• Class-oriented techniques for reconstruction of dynamics from time series
• Title not available (Why is that?)

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