文章基本信息

标题：ESTIMATING THE EMBEDDING DIMENSION AND DELAY TIME FROM CHAOTIC TIME SERIES WITH DYNAMIC NOISE
本地全文：下载
作者：Kaoru Fueda ; Takashi Yanagawa
期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
印刷版ISSN：1882-2754
电子版ISSN：1348-6365
出版年度：2001
卷号：31
期号：1
页码：27-38
DOI：10.14490/jjss1995.31.27
出版社：JAPAN STATISTICAL SOCIETY
摘要：This paper considers the chaotic time series with additive dynamic noise. Defining the embedding dimension and delay time, we discuss their mathematical properties. A method of estimating the embedding dimension and delay time is proposed, and the consistency of the estimators is proved.
关键词：Chaotic time series;non-linear autoregressive model;embedding dimension;delay time;cross-validation