Orthogonal Projection, Embedding Dimension and Sample-Size in Chaotic time-Series From a Statistical Perspective

Cheng, B. and Tong, Howell and Bhansali, R.J and Robinson, P.M and 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. (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)

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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
Subjects: Q Science > Q Science (General)
Divisions: Central Services
Depositing User: P. Ogbuji
Date Deposited: 02 Jul 2009 18:34
Last Modified: 05 Jun 2014 10:37
Resource URI: https://kar.kent.ac.uk/id/eprint/20439 (The current URI for this page, for reference purposes)
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