Statistical dimension estimation in singular spectrum analysis
Tóm tắt
Từ khóa
Tài liệu tham khảo
Broomhead, D. S. andKing, G. P. (1986). Extracting qualitative dynamics from experimental data.Physica D, 20, 227–236.
Farmer, J. D. andSidorowich, J. J. (1987). Predicting chaotic time series.Physical Review Letters, 59, 845–848.
Grassberger, P., Hegger, R., Holger, K., Carsten, S. andSchreiber, T. (1993). Noise reduction in chaotic data,CHAOS 3, n. 2, 127–141.
LeBlanc, M. andTibshirani, R. (1994). Adaptive Principal Surfaces.Journal of American Statistical Association, v. 89, n. 425, 53–64.
Lisi, F., Medio, A. andSandri, M. (1994). Noise-filtering by Multichannel Singular Spectrum Analysis.Working Paper # 21.94, Department of Economics. University of Venice.
Lisi, F., Nicolis, O. andSandri, M. (1995). Combining Singular-Spectrum Analysis and Neural Network for Time Series Forecasting.Neural Processing Letters, v. 2, n. 4, 6–10.
Mardia, K. V., Kent, J. T. andBibby, J. M. (1979).Multivariate Analysis, Academic Press.
Sauer, T., Yorke, J. A. andCasdagli, M. (1991). Embedology.Journal of Statical Physics, v. 65, n. 3/4, 579–616.
Takens, F. (1981). Detecting strange attractors in turbulence. InLectures notes in mathematics, n. 898, 366–381 Berlin: Springer-Verlag.