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Article: A method of estimating the noise level in a chaotic time series

TitleA method of estimating the noise level in a chaotic time series
Authors
KeywordsPhysics
Issue Date2008
PublisherAmerican Institute of Physics. The Journal's web site is located at http://chaos.aip.org/chaos/staff.jsp
Citation
Chaos, 2008, v. 18 n. 2 How to Cite?
AbstractAn attempt is made in this study to estimate the noise level present in a chaotic time series. This is achieved by employing a linear least-squares method that is based on the correlation integral form obtained by Diks in 1999. The effectiveness of the method is demonstrated using five artificial chaotic time series, the H́non map, the Lorenz equation, the Duffing equation, the Rossler equation and the Chua's circuit whose dynamical characteristics are known a priori. Different levels of noise are added to the artificial chaotic time series and the estimated results indicate good performance of the proposed method. Finally, the proposed method is applied to estimate the noise level present in some real world data sets. © 2008 American Institute of Physics.
Persistent Identifierhttp://hdl.handle.net/10722/57239
ISSN
2015 Impact Factor: 2.049
2015 SCImago Journal Rankings: 0.773
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorJayawardena, AWen_HK
dc.contributor.authorXu, Pen_HK
dc.contributor.authorLi, WKen_HK
dc.date.accessioned2010-04-12T01:30:29Z-
dc.date.available2010-04-12T01:30:29Z-
dc.date.issued2008en_HK
dc.identifier.citationChaos, 2008, v. 18 n. 2en_HK
dc.identifier.issn1054-1500en_HK
dc.identifier.urihttp://hdl.handle.net/10722/57239-
dc.description.abstractAn attempt is made in this study to estimate the noise level present in a chaotic time series. This is achieved by employing a linear least-squares method that is based on the correlation integral form obtained by Diks in 1999. The effectiveness of the method is demonstrated using five artificial chaotic time series, the H́non map, the Lorenz equation, the Duffing equation, the Rossler equation and the Chua's circuit whose dynamical characteristics are known a priori. Different levels of noise are added to the artificial chaotic time series and the estimated results indicate good performance of the proposed method. Finally, the proposed method is applied to estimate the noise level present in some real world data sets. © 2008 American Institute of Physics.en_HK
dc.languageengen_HK
dc.publisherAmerican Institute of Physics. The Journal's web site is located at http://chaos.aip.org/chaos/staff.jspen_HK
dc.relation.ispartofChaosen_HK
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.rightsChaos. Copyright © American Institute of Physics.en_HK
dc.subjectPhysicsen_HK
dc.titleA method of estimating the noise level in a chaotic time seriesen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1054-1500&volume=18&issue=2&spage=023115&epage=1 &date=2008&atitle=A+method+of+estimating+the+noise+level+in+a+chaotic+time+seriesen_HK
dc.identifier.emailLi, WK: hrntlwk@hku.hken_HK
dc.identifier.authorityLi, WK=rp00741en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.doi10.1063/1.2903757en_HK
dc.identifier.pmid18601482en_HK
dc.identifier.scopuseid_2-s2.0-46449120173en_HK
dc.identifier.hkuros148281-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-46449120173&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume18en_HK
dc.identifier.issue2en_HK
dc.identifier.eissn1089-7682-
dc.identifier.isiWOS:000257284200015-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridJayawardena, AW=7005049253en_HK
dc.identifier.scopusauthoridXu, P=8440784800en_HK
dc.identifier.scopusauthoridLi, WK=14015971200en_HK

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