Determination of the noise level of chaotic time series
作者： Thomas Schreiber
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摘要: We propose a method to determine the amount of measurement noise present in chaotic time series. If data are embedded space higher dimension than that strictly required reconstruct dynamics, extra dimensions dominated by noise, which results certain shape correlation integral. For case only Gaussian is present, this can be calculated analytically as function level. Thus level obtained from simple fit. The analytical result also shows more 2% will obscure any possible scaling integral and thus makes it impossible estimate dimension.
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sci-hub.se 参考文章(10)
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