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Detecting smoothness in noisy time series

 

作者: Robert Cawley,   Guan‐Hsong Hsu,   Liming W. Salvino,  

 

期刊: AIP Conference Proceedings  (AIP Available online 1996)
卷期: Volume 375, issue 1  

页码: 55-67

 

ISSN:0094-243X

 

年代: 1996

 

DOI:10.1063/1.51053

 

出版商: AIP

 

数据来源: AIP

 

摘要:

We describe the role of chaotic noise reduction in detecting an underlying smoothness in a dataset. We have described elsewhere a general method for assessing the presence of determinism in a time series, which is to test against the class of datasets producing smoothness (i.e., the null hypothesis is determinism). In order to reduce the likelihood of a false call, we recommend this kind of analysis be applied first to a time series whose deterministic origin is at question. We believe this step should be taken before implementing other methods of dynamical analysis and measurement, such as correlation dimension or Lyapounov spectrum. ©1996 American Institute of Physics.

 

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