The DOI matches its Crossref record; 33 of the 33 references it cites were found in a registry or an index.
Noise reduction in chaotic time-series data: A survey of common methods
Abstract
This paper surveys some of the methods that have been suggested for reducing noise in time-series data whose underlying dynamical behavior can be characterized as low-dimensional chaos. Although the procedures differ in details, all of them must solve three basic problems: how to reconstruct an attractor from the data, how to approximate the dynamics in various regions on the attractor, and how to adjust the observations to satisfy better the approximations to the dynamics. All current noise-reduction methods have similar limitations, but the basic problems are reasonably well understood. The methods are an important tool in the experimentalist's repertoire for data analysis. In our view, they should be used more widely, particularly in studies of attractor dimension, Lyapunov exponents, prediction, and control.
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Cites
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Dynamical Systems and Turbulence
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Practical implementation of nonlinear time series methods: The TISEAN package
Hegger, R., Kantz, H., & Schreiber, T. (1999) · Chaos: An Interdisciplinary Journal of Nonlinear Science · doi:10.1063/1.166424 · Cited by 1,491
Self-citationHorizontal visibility graphs: Exact results for random time series
Luque, B., Lacasa, L., Ballesteros, F., & Luque, J. (2009) · Physical Review E · doi:10.1103/physreve.80.046103 · Cited by 789
Nonlinear Time-Series Analysis
Parlitz, U. (1998) · Nonlinear Modeling · doi:10.1007/978-1-4615-5703-6_8 · Cited by 322
Nonlinear vibrations of suspended cables—Part I: Modeling and analysis
Rega, G. (2004) · Applied Mechanics Reviews · doi:10.1115/1.1777224 · Cited by 317
Dynamics from multivariate time series
Cao, L., Mees, A., & Judd, K. (1998) · Physica D: Nonlinear Phenomena · doi:10.1016/s0167-2789(98)00151-1 · Cited by 269
Metadata
- Authors
- Kostelich, E. J., & Schreiber, T.
- Venue
- Physical Review E
- Publisher
- American Physical Society (APS)
- Published
- 1993-09-01
- Volume
- 48
- Issue
- 3
- Pages
- 1752-1763
- ISSN
- 1063-651X (ISSN-L)
- 1095-3787
- OpenAlex
- W2081120483
- Cited by
- 290
- References
- 33
- FWCI
- 5.08
- Type
- journal article
- Language
- en
- Open access
- closed
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