182 citations · 531 across the 15 of their papers we have counts for
4 papers · 1 filter
Don't bleach chaotic data
James Theiler, Stephen Eubank
A common first step in time series signal analysis involves digitally filtering the data to remove linear correlations. The residual data is spectrally white (it is ``bleached''),…
Statistical error in a chord estimator of correlation dimension: the ``rule of five''
James Theiler, Turab Lookman
The statistical precision of a chord method for estimating fractal dimension from a correlation integral is derived. The optimal chord length is determined, and a comparison is mad…
Some comments on the correlation dimension of noise
James Theiler
It has recently been observed that a stochastic (infinite degree of freedom) time series with a power spectrum can exhibit a finite correlation dimension, even for arbitrar…
Detecting Nonlinearity in Data with Long Coherence Times
James Theiler, Paul S. Linsay, David M. Rubin
We consider the limitations of two techniques for detecting nonlinearity in time series. The first technique compares the original time series to an ensemble of surrogate time seri…