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Noise reduction by recycling dynamically coupled time series

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Mera Rivas, Maria Eugenia and Morán Cabré, Manuel (2011) Noise reduction by recycling dynamically coupled time series. Chaos, 21 (043110). pp. 1-14. ISSN 1054-1500

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Official URL: https://doi.org/10.1063/1.3645969



Abstract

We say that several scalar time series are dynamically coupled if they record the values of measurements of the state variables of the same smooth dynamical system. We show that much of the information lost due to measurement noise in a target time series can be recovered with a noise reduction algorithm by crossing the time series with another time series with which it is dynamically coupled. The method is particularly useful for reduction of measurement noise in short length time series with high uncertainties.


Item Type:Article
Subjects:Sciences > Mathematics
ID Code:58888
Deposited On:17 Feb 2020 13:08
Last Modified:17 Feb 2020 14:53

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