Abstract

The aim of this paper is to illustrate some applications of HOS within the context of chaotic time series analysis. After reviewing briefly some of the most popular methods and approaches used in chaotic signal analysis, we show how HOS may lead to some significant improvement. First, an HOS expansion of the mutual information is shown to provide an easy way to estimate the reconstruction delay that must be used in the embedding reconstruction method. Then, a fourth-order extension of the local intrinsic dimension analysis (LID) is proposed. The ability of this HOS extension to separate between chaotic and stochastic behaviour is illustrated by examples on simulated data and experimental time series.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.