Chaotic time series prediction and additive white Gaussian noise

DOI10.1016/J.PHYSLETA.2007.01.027MaRDI QIDQ620873zbMATH OpenOpenAlexFDO

Authors Teck Por Lim, Sadasivan Puthusserypady

Publication date 20 January 2011

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

Full work available at URL https://doi.org/10.1016/j.physleta.2007.01.027

zbMATH Keywords

chaotic systemsnakagami distributiontime series predictiontriangle inequality

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

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Cites work

• An equation for continuous chaos
• Deterministic Nonperiodic Flow
• Embedology
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
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• scientific article; zbMATH DE number 956560 (Why is no real title available?)
• Independent coordinates for strange attractors from mutual information.
• State space reconstruction parameters in the analysis of chaotic time series - the role of the time window length

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