Work

Delay estimation from noisy time series

Year: 1997

Type: article

Abstract: We propose here a method to estimate a delay from a time series taking advantage of analysis of random walks with delay. This method is applicable to a time series coming out of a system which is or can be approximated as a linear feedback system with delay and noise. We successfully test the method with a time series generated by a discrete Langevin equation with delay.

Source: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

DOI: 10.1103/physreve.55.r2077

Authors: Toru Ohira, Ryusuke Sawatari

Institutions: Sony Computer Science Laboratories, Keio University

Language: English

Topic: Chaos control and synchronization

Subfield: Statistical and Nonlinear Physics

Field: Physics and Astronomy

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2092388960

FWCI: 0.327

Cites:

Cited by: 14

Related to: 10