FAST NONLINEAR PROJECTIVE FILTERING IN A DATA STREAM
نویسندگان
چکیده
منابع مشابه
Nonlinear projective filtering in a data stream
We introduce a modified algorithm to perform nonlinear filtering of a time series by locally linear phase space projections. Unlike previous implementations, the algorithm can be used not only for a posteriori processing but includes the possibility to perform real time filtering in a data stream. The data base that represents the phase space structure generated by the data is updated dynamical...
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ژورنال
عنوان ژورنال: International Journal of Bifurcation and Chaos
سال: 1999
ISSN: 0218-1274,1793-6551
DOI: 10.1142/s0218127499001474