A Nonlinear Smoothing Algorithm for Chaotic and Non-Chaotic Time Series
Billings, S.A. and Lee, K.L.
(2002)
A Nonlinear Smoothing Algorithm for Chaotic and Non-Chaotic Time Series.
Research Report.
ACSE Research Report 816
.
Department of Automatic Control and Systems Engineering
Abstract
A new NARMA based smoothing algorithm is introduced for chaotic and non-chaotic time series. The new algorithm employs a cross validation method to determine the smoother structure, requires very little user interaction and can be combined with wavelet thresholding to further enhance the noise reduction. Numerical examples are included to illustrate the application of the new algorithm.
Metadata
Item Type:
Monograph
Authors/Creators:
Billings, S.A.
Lee, K.L.
Copyright, Publisher and Additional Information:
The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
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