Reduction of noise of large amplitude through adaptive neighborhoods

M. Eugenia Mera and Manuel Morán
Phys. Rev. E 80, 016207 – Published 9 July 2009

Abstract

We propose a noise reduction algorithm based on adaptive neighborhood selection that is able to obtain high levels of noise reduction for chaotic vector time series corrupted by observational noises with a noise-to-signal ratio of up to 300%.

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  • Received 27 March 2009

DOI:https://doi.org/10.1103/PhysRevE.80.016207

©2009 American Physical Society

Authors & Affiliations

M. Eugenia Mera and Manuel Morán*

  • Departamento de Fundamentos del Análisis Económico I, Universidad Complutense, 28223 Madrid, Spain

  • *mmoranca@ccee.ucm.es

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Issue

Vol. 80, Iss. 1 — July 2009

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