English
 
Help Privacy Policy Disclaimer
  Advanced SearchBrowse

Item

ITEM ACTIONSEXPORT
 
 
DownloadE-Mail
  Optimizing of recurrence plots for noise reduction

Matassini, L., Kantz, H., Hołyst, J., & Hegger, R. (2002). Optimizing of recurrence plots for noise reduction. Physical Review E, 65(2): 021102. Retrieved from http://ojps.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=PLEEE8000065000002021102000001&idtype=cvips&gifs=yes.

Item is

Files

show Files

Locators

show

Creators

show
hide
 Creators:
Matassini, L.1, Author              
Kantz, H.1, Author              
Hołyst, J., Author
Hegger, R.1, Author              
Affiliations:
1Max Planck Institute for the Physics of Complex Systems, Max Planck Society, ou_2117288              

Content

show
hide
Free keywords: -
 MPIPKS: Stochastic processes
 Abstract: We propose a way to automatically detect the best neighborhood size for a local projective noise reduction filter, where a typical problem is the proper identification of the noise level. Here we make use of concepts from the recurrence quantification analysis in order to adaptively tune the filter along the incoming time series. We define an index, to be computed via recurrence plots, whose minimum gives a clear indication of the best size of the neighborhood in the embedding space. Comparison of the local projective noise reduction filter using this optimization scheme with the state of the art is also provided.

Details

show
hide
Language(s): eng - English
 Dates: 2002-02
 Publication Status: Published in print
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: Peer
 Degree: -

Event

show

Legal Case

show

Project information

show

Source 1

show
hide
Title: Physical Review E
  Alternative Title : Phys. Rev. E
Source Genre: Journal
 Creator(s):
Affiliations:
Publ. Info: -
Pages: - Volume / Issue: 65 (2) Sequence Number: 021102 Start / End Page: - Identifier: ISSN: 1063-651X