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LINEAR FILTERS AND NONLINEAR-SYSTEMS
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UNSPECIFIED (1992) LINEAR FILTERS AND NONLINEAR-SYSTEMS. In: MEETING OF THE ROYAL STATISTICAL SOC ON CHAOS, LONDON, ENGLAND, OCT 16, 1991. Published in: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 54 (2). pp. 373-382. ISSN 0035-9246.
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Abstract
It has been asserted in the literature that the low pass filtering of time series data may lead to erroneous results when calculating attractor dimensions. Here we prove that finite order, non-recursive filters do not have this effect. In fact, a generic, finite order, non-recursive filter leaves invariant all the quantities that can be estimated by using embedding techniques such as the method of delays.
Item Type: | Conference Item (UNSPECIFIED) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | ||||
Publisher: | BLACKWELL PUBL LTD | ||||
ISSN: | 0035-9246 | ||||
Official Date: | 1992 | ||||
Dates: |
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Volume: | 54 | ||||
Number: | 2 | ||||
Number of Pages: | 10 | ||||
Page Range: | pp. 373-382 | ||||
Publication Status: | Published | ||||
Title of Event: | MEETING OF THE ROYAL STATISTICAL SOC ON CHAOS | ||||
Location of Event: | LONDON, ENGLAND | ||||
Date(s) of Event: | OCT 16, 1991 |
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