Local correlation's potential for noise reduction and symbolic partitions

Citation
A. Kern et al., Local correlation's potential for noise reduction and symbolic partitions, Z NATURFO A, 54(6-7), 1999, pp. 404-410
Citations number
14
Categorie Soggetti
Physical Chemistry/Chemical Physics
Journal title
ZEITSCHRIFT FUR NATURFORSCHUNG SECTION A-A JOURNAL OF PHYSICAL SCIENCES
ISSN journal
09320784 → ACNP
Volume
54
Issue
6-7
Year of publication
1999
Pages
404 - 410
Database
ISI
SICI code
0932-0784(199906/07)54:6-7<404:LCPFNR>2.0.ZU;2-Y
Abstract
We investigate local correlation dimension-based noise-cleaning of time ser ies, where points having anomalously large dimensions are iteratively remov ed from the reconstructed attractor. We find an optimal rang for the number of iterations in which the algorithm yields good results. Choosing non-loc al ranges for the linear regression yields a new method for finding nonhype rbolic tangency points. The method is also applicable for noisy systems wit h unknown dynamics; in this case, noise facilitates the detection of the po ints.