TY - JOUR
T1 - Filling gaps in chaotic time series
AU - Paparella, Francesco
N1 - Funding Information:
This work has been supported by fondo convezione strana of the Department of Mathematics of the University of Lecce. We are grateful to Prof. Carlo Sempi and to Dr. Fabio Paronetto for valuable comments.
PY - 2005/10/10
Y1 - 2005/10/10
N2 - We propose a method for filling arbitrarily wide gaps in deterministic time series. Crucial to the method is the ability to apply Takens' theorem in order to reconstruct the dynamics underlying the time series. We introduce a functional to evaluate the degree of compatibility of a filling sequence of data with the reconstructed dynamics. An algorithm for finding highly compatible filling sequences with a reasonable computational effort is then discussed.
AB - We propose a method for filling arbitrarily wide gaps in deterministic time series. Crucial to the method is the ability to apply Takens' theorem in order to reconstruct the dynamics underlying the time series. We introduce a functional to evaluate the degree of compatibility of a filling sequence of data with the reconstructed dynamics. An algorithm for finding highly compatible filling sequences with a reasonable computational effort is then discussed.
KW - Chaos
KW - Filling gaps
KW - Time series analysis
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U2 - 10.1016/j.physleta.2005.07.076
DO - 10.1016/j.physleta.2005.07.076
M3 - Article
AN - SCOPUS:24944440794
SN - 0375-9601
VL - 346
SP - 47
EP - 53
JO - Physics Letters, Section A: General, Atomic and Solid State Physics
JF - Physics Letters, Section A: General, Atomic and Solid State Physics
IS - 1-3
ER -