Nonlinear projective filtering I: Background in chaos theory

1998/05/26 by Hölger Kantz, H. Kantz, Kantz, H. +3 · 1 citation
Computer Science · Mathematics · Physics and Astronomy · #Chaotic Dynamics (nlin.CD) #FOS: Physical sciences #Neural Networks and Applications #Statistical and numerical algorithms #Time Series Analysis and Forecasting #chao-dyn #nlin.CD

paper · pdf · doi:10.48550/arxiv.chao-dyn/9805024

4 pages, PS figures, needs nolta.sty

arxiv created 1998/05/26 · openalex publication_date 1998/05/26 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We derive a locally projective noise reduction scheme for nonlinear time series using concepts from deterministic dynamical systems, or chaos theory. We will demonstrate its effectiveness with an example with known deterministic dynamics and discuss methods for the verification of the results in the case of an unknown deterministic system.

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• Nonlinear projective filtering I: Application to real time series

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