Noise reduction in chaotic time-series data: A survey of common methods

Eric Kostelich, Thomas Schreiber

Research output: Contribution to journalArticlepeer-review

270 Scopus citations

Abstract

This paper surveys some of the methods that have been suggested for reducing noise in time-series data whose underlying dynamical behavior can be characterized as low-dimensional chaos. Although the procedures differ in details, all of them must solve three basic problems: how to reconstruct an attractor from the data, how to approximate the dynamics in various regions on the attractor, and how to adjust the observations to satisfy better the approximations to the dynamics. All current noise-reduction methods have similar limitations, but the basic problems are reasonably well understood. The methods are an important tool in the experimentalist's repertoire for data analysis. In our view, they should be used more widely, particularly in studies of attractor dimension, Lyapunov exponents, prediction, and control.

Original languageEnglish (US)
Pages (from-to)1752-1763
Number of pages12
JournalPhysical Review E
Volume48
Issue number3
DOIs
StatePublished - Jan 1 1993

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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