Nonlinear Prediction and Noise Reduction

Chaos and Time-Series Analysis

11/7/00 Lecture #10 in Physics 505

* Comments on Homework #8 (Chirikov Map)

* Review (last week) - Time-Series Properties

* Autocorrelation Function

* Time-Delayed Embeddings

* Summary of Important Dimensions

* Nonlinear Prediction

* Lyapunov Exponent of Experimental Data

* Capacity Dimension


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