40 citations · 86 across the 7 of their papers we have counts for
5 papers · 1 filter
Exact nonparametric inference for detection of nonlinear determinism
Xiaodong Luo, Jie Zhang, Michael Small +1
We propose an exact nonparametric inference scheme for the detection of nonlinear determinism. The essential fact utilized in our scheme is that, for a linear stochastic process wi…
Surrogate Test to Distinguish between Chaotic and Pseudoperiodic Time Series
Xiaodong Luo, Tomomichi Nakamura, Michael Small
In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data…
Geometric measures of redundance and irrelevance tradeoff exponent to choose suitable delay times for continuous systems
Xiaodong Luo, Michael Small
Using the concept of the geometric measures of redundance and irrelevance tradeoff exponent (RITE)}, we present a new method to determine suitable delay times for continuous system…
Optimal time delay embedding for nonlinear time series modeling
Michael Small
When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series ana…
Estimating the distribution of dynamic invariants: Illustrated with an application to human photo-plethysmographic time series
Michael Small
Dynamic invariants are often estimated from experimental time series with the aim of differentiating between different physical states in the underlying system. The most popular sc…