A method of estimating the noise level in a chaotic time series

doi:10.1063/1.2903757

CSpace > 应用数学研究所

	A method of estimating the noise level in a chaotic time series
	Jayawardena, A. W.1; Xu, Pengcheng2 ; Li, W. K.3
	2008-06-01
发表期刊	CHAOS
ISSN	1054-1500
卷号	18 期号:2 页码:11
摘要	An attempt is made in this study to estimate the noise level present in a chaotic time series. This is achieved by employing a linear least-squares method that is based on the correlation integral form obtained by Diks in 1999. The effectiveness of the method is demonstrated using five artificial chaotic time series, the Henon map, the Lorenz equation, the Duffing equation, the Rossler equation and the Chua's circuit whose dynamical characteristics are known a priori. Different levels of noise are added to the artificial chaotic time series and the estimated results indicate good performance of the proposed method. Finally, the proposed method is applied to estimate the noise level present in some real world data sets. (C) 2008 American Institute of Physics.
DOI	10.1063/1.2903757
语种	英语
WOS研究方向	Mathematics ; Physics
WOS类目	Mathematics, Applied ; Physics, Mathematical
WOS记录号	WOS:000257284200015
出版者	AMER INST PHYSICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/6476
专题	应用数学研究所
通讯作者	Jayawardena, A. W.
作者单位	1.Public Works Res Inst, UNESCO, Int Ctr Water Hazard & Risk Management, Tsukuba, Ibaraki, Japan 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 3.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Jayawardena, A. W.,Xu, Pengcheng,Li, W. K.. A method of estimating the noise level in a chaotic time series[J]. CHAOS,2008,18(2):11.
APA	Jayawardena, A. W.,Xu, Pengcheng,&Li, W. K..(2008).A method of estimating the noise level in a chaotic time series.CHAOS,18(2),11.
MLA	Jayawardena, A. W.,et al."A method of estimating the noise level in a chaotic time series".CHAOS 18.2(2008):11.