Cheng, B., Tong, Howell, Bhansali, R.J, Robinson, P.M, Kleczkowski, A. (1994) Orthogonal Projection, Embedding Dimension and Sample-Size in Chaotic time-Series From a Statistical Perspective. Philosophical Transactions of the Royal Society A: Mathematical, Physical & Engineering Sciences., 348 (1688). pp. 325-341. ISSN 0261-0523. (doi:10.1098/rsta.1994.0094) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:20439)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.1098/rsta.1994.0094 |
Abstract
By studying systematically the orthogonal projections, in a particular sense associated with a (random) time series admitting a possibly chaotic skeleton and in a sequence of suitably defined L(2)-spaces, we describe a geometric characterisation of the notion of embedding dimension within a statistical framework. The question of sample size requirement in the statistical estimation of the said dimension is addressed heuristically, ending with a pleasant surprise: the curse of dimensionality may be lifted except in the excessively stringent cases.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1098/rsta.1994.0094 |
| Subjects: | Q Science > Q Science (General) |
| Divisions: | Central Services |
| Depositing User: | P. Ogbuji |
| Date Deposited: | 02 Jul 2009 18:34 UTC |
| Last Modified: | 05 Nov 2024 09:57 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/20439 (The current URI for this page, for reference purposes) |
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