Differential phase space reconstructed for chaotic time series

DOI10.1016/J.APM.2007.12.021MaRDI QIDQ840129zbMATHOpenAlexFDO

Authors Pengcheng Xu

Publication date 5 September 2009

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2007.12.021

zbMATH Keywords

forecastingLyapunov exponentscorrelation dimensionrecursive least squaredelay phase spacedifferential phase space

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Time series analysis of dynamical systems (37M10)

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Cites work

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• scientific article; zbMATH DE number 3894119 (Why is no real title available?)
• scientific article; zbMATH DE number 956560 (Why is no real title available?)
• Accurate derivative estimation from noisy data: a state-space approach
• Estimating the dimension of a model
• Identification and prediction of low dimensional dynamics
• Measuring the strangeness of strange attractors
• On noise reduction methods for chaotic data

Cited in

(9)

• Reconstruction of ensembles of generalized van der Pol oscillators from vector time series
• State space reconstruction techniques and the accuracy of prediction
• Optimal homotopy analysis of a chaotic HIV-1 model incorporating AIDS-related cancer cells
• Fractional derivatives applied to phase-space reconstructions
• An analytic and application to state space reconstruction about chaotic time series
• Phase space reconstruction for symmetric dynamical systems
• On the non-equivalence of observables in phase-space reconstructions from recorded time series
• Analysis and applied study of dynamic characteristics of chaotic repeller in complicated system
• Phase space reconstruction for non-uniformly sampled noisy time series

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