ON THE EMBEDDING STATISTIC

Citation
Cp. Price et D. Prichard, ON THE EMBEDDING STATISTIC, Physics letters. A, 184(1), 1993, pp. 83-87
Citations number
18
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Physics
Journal title
ISSN journal
0375-9601
Volume
184
Issue
1
Year of publication
1993
Pages
83 - 87
Database
ISI
SICI code
0375-9601(1993)184:1<83:OTES>2.0.ZU;2-L
Abstract
We describe a new statistic which appears to have some utility for ind icating the presence of determinacy in a time series. We motivate this statistic, describe its algorithmic construction and give some exampl es of its use. The statistic is robust in that it is fairly insensitiv e to noise.