Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2003-08-26
Physics
Condensed Matter
Statistical Mechanics
11 pages, 12 figures. See http://www.chaosandnoise.org
Scientific paper
On the basis of a local-projective (LP) approach we develop a method of noise reduction in time series that makes use of nonlinear constraints appearing due to the deterministic character of the underlying dynamical system. The Delaunay triangulation approach is used to find the optimal nearest neighboring points in time series. The efficiency of our method is comparable to standard LP methods but our method is more robust to the input parameter estimation. The approach has been successfully applied for separating a signal from noise in the chaotic Henon and Lorenz models as well as for noisy experimental data obtained from an electronic Chua circuit. The method works properly for a mixture of additive and dynamical noise and can be used for the noise-level detection.
Benner Hartmut
Holyst Janusz A.
Stemler Thomas
Urbanowicz Krzysztof
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