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Reducing noise in discretized time series

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Abstract:

We show that applying a noise-reduction algorithm to a discretized time series increases its average error, compared to the original series. We find that adding external noise comparable to the discretization step before noise reduction limits the increase of the average error and improves the estimation of Lyapunov exponents.

Tópico:

Complex Systems and Time Series Analysis

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Citations: 3
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Información de la Fuente:

FuentePhysical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
Cuartil año de publicaciónNo disponible
Volumen64
Issue4
Páginas046211 - N/A
pISSNNo disponible
ISSN1063-651X

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