Detecting noise in a time series
DOI10.1063/1.166214zbMATH Open0938.37053OpenAlexW2044150334WikidataQ73463575 ScholiaQ73463575MaRDI QIDQ4936396FDOQ4936396
Authors: C. J. Cellucci, A. M. Albano, Paul E. Rapp, R. A. Pittenger, R. C. Josiassen 
Publication date: 8 February 2000
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.166214
Recommendations
Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Numerical chaos (65P20)
Cites Work
- Testing for nonlinearity in time series: the method of surrogate data
- Determining Lyapunov exponents from a time series
- Oscillation and chaos in physiological control systems
- A practical method for calculating largest Lyapunov exponents from small data sets
- Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems
- Statistics, probability and chaos. With discussion and a rejoinder by the author
- Estimating dimension from small samples
Cited In (9)
- Estimating measurement noise in a time series by exploiting nonstationarity
- Influence of noise on the sample entropy algorithm
- Influence of noise on the averaged false neighbors method for analyzing time series
- Statistical physics in foreign exchange currency and stock markets
- Nonlinear dynamics of regenerative cutting processes. Comparison of two models
- Entropy measures for biological signal analyses
- Estimating the amplitude of measurement noise present in chaotic time series
- A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series
- Error covariance matrix estimation of noisy and dynamically coupled time series
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