๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The mechanism of the increase of the generalized dimension of a filtered chaotic time series

โœ Scribed by A. Chennaoui; J. Liebler; H. G. Schuster

Publisher
Springer
Year
1990
Tongue
English
Weight
673 KB
Volume
59
Category
Article
ISSN
0022-4715

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The analysis of chaotic time-series data
The analysis of chaotic time-series data
โœ Eric J. Kostelich ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 577 KB

This paper present~; a brief survey of time-series analysis methods that are applicable to processes whose behavior can be described as low-d:[mensional chaos. The goal of these methods is to allow experimentalists to obtain local estimates of the dynamics directly from a set of data. These estimate

Detrending economic time series: a Bayes
Detrending economic time series: a Bayesian generalization of the Hodrickโ€“Prescott filter
โœ Thomas M. Trimbur ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 676 KB

## Abstract This article develops a new method for detrending time series. It is shown how, in a Bayesian framework, a generalized version of the Hodrickโ€“Prescott filter is obtained by specifying prior densities on the signalโ€toโ€noise ratio (__q__) in the underlying unobserved components model. Thi

Parallel computation of the correlation
Parallel computation of the correlation dimension from a time series
โœ Angelo Corana ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 377 KB

A parallel algorithm is presented for computing the Correlation Dimension (h 2 ) from a time series generated by a dynamical system, using the method of correlation integrals. Three versions are discussed: the ยฎrst computes all distances between points in the phase space, whereas the second and thir