Summary
International Symposium on Nonlinear Theory and Its Applications
2015
Session Number:A3L-A
Session:
Number:A3L-A-1
Improvements to Local Projective Noise Reduction Through Higher Order and Multiscale Refinements
Jack Murdock Moore, Ali Karrech, Michael Small,
pp.113-116
Publication Date:2015/12/1
Online ISSN:2188-5079
Summary:
Kantz and Schreiber (2004) established a second order, single scale refinement of the first order, single scale local projective filter of Cawley and Hsu (1992); Sauer (1992). Their method better accommodates the geometry of a strange attractor underlying data. This work extends the refinement to higher order and multiple scales, thereby providing an analytic motivation for the original refinement. Additionally, statistical analysis explains the original refinement's high efficacy. The novel refinements identified in this work can achieve more effective noise reduction than established local projective filters.