Estimating the level of dynamical noise in time series by using fractal dimensions
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- 作者：Takumi Sasea ; sase@sat.t.u-tokyo.ac.jp" class="auth_mail" title="E-mail the corresponding author ; Jonatá ; n Peñ ; a Ramí ; rezb ; Keiichi Kitajoc ; Kazuyuki Aiharaa ; d ; Yoshito Hirataa ; d
- 关键词：Dynamical noise level ; Fractal dimension ; Short time series ; EEG data
- 刊名：Physics Letters A
- 出版年：2016
- 出版时间：11 March 2016
- 年：2016
- 卷：380
- 期：11-12
- 页码：1151-1163
- 全文大小：1687 K
文摘
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A dynamical noise level estimator for time series is proposed.
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The estimator does not need any information about the dynamics generating the time series.
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The estimator is based on a novel definition of time series dimension (TSD).
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It is demonstrated that there exists a monotonic relationship between the
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TSD and the level of dynamical noise.
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We apply the proposed method to human electroencephalographic data.