RED NOISE ESTIMATION
2006 ◽
Vol 16
(07)
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pp. 2111-2117
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Keyword(s):
This paper presents a method for the correct estimation of the red (linearly autocorrelated of order 1) noise from chaotic time series. The idea is to increase the time delay in order to have a reliable reconstruction. The results indicate that only on extremely correlated noise cases this increase helps, because otherwise the correlation integrals are not affected. The proposed method is successfully applied on time series of the Hénon map and is extended to weekly closes of the Nasdaq Cmp. index. The main advantage of the method presented here is that it can be used on time series with any kind of linearly correlated noise.
Keyword(s):
2019 ◽
Vol 10
(2)
◽
pp. 268-278
2019 ◽
Vol 33
(21)
◽
pp. 1950237
Keyword(s):
1989 ◽
Vol 142
(2-3)
◽
pp. 107-111
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2008 ◽
Vol 20
(7)
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pp. 956-964
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2013 ◽
Vol 23
(06)
◽
pp. 1350103
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