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| 概要 |
A method of estimating embedding dimension and delay time of chaotic dynamical system with dynamic noise is proposed recently by one of the authors (Fueda and Yanagawa (2001)). It is shown theoretical...ly that the proposed estimators are consistent. However, it is found that the estimators often fail to select the correct embedding dimension and delay time. They are modified in the present paper and shown work well by simulation.続きを見る
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