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 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.
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Keyword(in English) quantization / observational noise / cross-distance distribution / correlation dimension
Paper # NLP2001-116
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Committee NLP
Conference Date 2002/3/8(1days)
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Registration To Nonlinear Problems (NLP)
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
Date of Issue