A method for resampling time series generated by a deterministic chaotic data generating process (DGP) is proposed. Given an observed time series, this method potentially allows one to obtain an arbitrary number of time series of arbitrary length which can be considered as a product of the same unknown DGP. The notion of shadowing and brittleness of the pseudo-orbit proves to be particularly useful in characterizing the conditions for a correct resampling. A simple practical application of the method is shown
summary:A new method called C-C-1 method is suggested, which can improve some drawbacks of the origi...
The prediction of a single observable time series has been achieved with varying degrees of success....
Abstract—In this paper we propose an effective surro-gate generation algorithm for pseudoperiodic ti...
A different method is proposed to detect deterministic structure from a pseudoperiodic time series. ...
We propose a method for filling arbitrarily wide gaps in deterministic time series. Crucial to the m...
Based on a previous work of the present author, a forecasting method for chaotic time series is prop...
We use concepts from chaos theory in order to model nonlinear dynamical systems that exhibit determi...
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such s...
This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looki...
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such s...
Iterative function systems are often used for investigating fractal structures. The method is also r...
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such s...
A long-standing fundamental issue in nonlinear time series analysis is to determine whether a comple...
In this paper a different algorithm is proposed to produce surrogates for pseudoperiodic time series...
In order to study forecasting of chaotic time series, artificial chaotic time series that are derive...
summary:A new method called C-C-1 method is suggested, which can improve some drawbacks of the origi...
The prediction of a single observable time series has been achieved with varying degrees of success....
Abstract—In this paper we propose an effective surro-gate generation algorithm for pseudoperiodic ti...
A different method is proposed to detect deterministic structure from a pseudoperiodic time series. ...
We propose a method for filling arbitrarily wide gaps in deterministic time series. Crucial to the m...
Based on a previous work of the present author, a forecasting method for chaotic time series is prop...
We use concepts from chaos theory in order to model nonlinear dynamical systems that exhibit determi...
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such s...
This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looki...
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such s...
Iterative function systems are often used for investigating fractal structures. The method is also r...
Certain deterministic non-linear systems may show chaotic behaviour. Time series derived from such s...
A long-standing fundamental issue in nonlinear time series analysis is to determine whether a comple...
In this paper a different algorithm is proposed to produce surrogates for pseudoperiodic time series...
In order to study forecasting of chaotic time series, artificial chaotic time series that are derive...
summary:A new method called C-C-1 method is suggested, which can improve some drawbacks of the origi...
The prediction of a single observable time series has been achieved with varying degrees of success....
Abstract—In this paper we propose an effective surro-gate generation algorithm for pseudoperiodic ti...