Bootstrap estimates of chaotic dynamics - art. no. 016213

Authors
Citation
Ej. Kostelich, Bootstrap estimates of chaotic dynamics - art. no. 016213, PHYS REV E, 6401(1), 2001, pp. 6213
Citations number
34
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
6401
Issue
1
Year of publication
2001
Part
2
Database
ISI
SICI code
1063-651X(200107)6401:1<6213:BEOCD->2.0.ZU;2-R
Abstract
Bootstrap sampling is a nonparametric method for estimating the standard er ror of a statistic. This paper describes the application of bootstrap sampl ing to estimate the error in local linear approximations of the dynamics on chaotic attractors reconstructed from time series measurements. We present an algorithm for identifying influential points, i.e., observations with a n especially large effect on a least-squares fit, and an algorithm to estim ate the standard error of regression coefficients obtained from total least squares. We also consider the application of bootstrap methods to assess t he uncertainty in Lyapunov exponent computations from chaotic time series.