Presentation | 2002/3/8 On Evaluation of Noise Levels for Quantized Observed Data Tomoya SUZUKI, Tohru IKEGUCHI, Masuo SUZUKI, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | In recent years, quantitative methods for chaotic property have remarkably progressed in the field of time series analysis. Although the embedding theorem (which is a mathematical foundation for their methods) assumes that observed time series are noiseless, we cannot ignore two types of noise which are included in observed data. First, there exists the observational noise which depends on the performance of observational instruments. Second, we need to quantize observed time series since we usually use digital computers for applications of their methods. In the present paper, we formulate how these two types of noise pollute time series data. Moreover, we apply the formulae to estimate the error in the case of embedding observed data in the state space of multi dimensions. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | quantization / observational noise / cross-distance distribution / correlation dimension |
Paper # | NLP2001-116 |
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Committee | NLP |
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Conference Date | 2002/3/8(1days) |
Place (in Japanese) | (See Japanese page) |
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Registration To | Nonlinear Problems (NLP) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | On Evaluation of Noise Levels for Quantized Observed Data |
Sub Title (in English) | |
Keyword(1) | quantization |
Keyword(2) | observational noise |
Keyword(3) | cross-distance distribution |
Keyword(4) | correlation dimension |
1st Author's Name | Tomoya SUZUKI |
1st Author's Affiliation | Graduate School of Science, Science University of Tokyo() |
2nd Author's Name | Tohru IKEGUCHI |
2nd Author's Affiliation | Graduate School of Science and Technology, Saitama University |
3rd Author's Name | Masuo SUZUKI |
3rd Author's Affiliation | Department of Applied Physics, Faculty of Science, Science University of Tokyo |
Date | 2002/3/8 |
Paper # | NLP2001-116 |
Volume (vol) | vol.101 |
Number (no) | 723 |
Page | pp.pp.- |
#Pages | 8 |
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