JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
ESTIMATING THE EMBEDDING DIMENSION AND DELAY TIME FROM CHAOTIC TIME SERIES WITH DYNAMIC NOISE
Kaoru FuedaTakashi Yanagawa
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2001 年 31 巻 1 号 p. 27-38

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This paper considers the chaotic time series with additive dynamic noise. Defining the embedding dimension and delay time, we discuss their mathematical properties. A method of estimating the embedding dimension and delay time is proposed, and the consistency of the estimators is proved.

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© Japan Statistical Society
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