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most citedNoise reduction in chaotic time series by a local projection with nonlinear constraints

15 citations · 37 across the 6 of their papers we have counts for

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cond-mat.other2004

Noise estimation by use of neighboring distances in Takens space and its applications to stock market data

Krzysztof Urbanowicz, Janusz A. Holyst

We present a method that uses distances between nearest neighbors in Takens space to evaluate a level of noise. The method is valid even for high noise levels. The method has been…