Noise reduction by recycling dynamically coupled time series | Zendy

M. Eugenia Mera | Zendy; Manuel Morán | Zendy

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Noise reduction by recycling dynamically coupled time series

Author(s) -

M. Eugenia Mera,

Manuel Morán

Publication year - 2011

Publication title -

chaos an interdisciplinary journal of nonlinear science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.971

H-Index - 113

eISSN - 1089-7682

pISSN - 1054-1500

DOI - 10.1063/1.3645969

Subject(s) - series (stratigraphy) , noise (video) , noise reduction , reduction (mathematics) , time series , computer science , scalar (mathematics) , noise measurement , algorithm , control theory (sociology) , mathematics , statistics , artificial intelligence , paleontology , geometry , control (management) , image (mathematics) , biology

We say that several scalar time series are dynamically coupled if they record the values of measurements of the state variables of the same smooth dynamical system. We show that much of the information lost due to measurement noise in a target time series can be recovered with a noise reduction algorithm by crossing the time series with another time series with which it is dynamically coupled. The method is particularly useful for reduction of measurement noise in short length time series with high uncertainties.

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