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Detection of non-linear structure in time series

✍ Scribed by Mariano Matilla-García; Manuel Ruiz Marín


Book ID
116422271
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
506 KB
Volume
105
Category
Article
ISSN
0165-1765

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The method of non-linear forecasting of time series was applied to different simulated signals and EEG in order to check its ability of distinguishing chaotic from noisy time series. The goodness of prediction was estimated, in terms of the correlation coefficient between forecasted and real time se