Delay Estimation from noisy time series
统计力学
2009-10-30 v1
摘要
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 discrete Langevin equation with delay.
引用
@article{arxiv.cond-mat/9701193,
title = {Delay Estimation from noisy time series},
author = {Toru Ohira and Ryusuke Sawatari},
journal= {arXiv preprint arXiv:cond-mat/9701193},
year = {2009}
}
备注
Tentatively scheduled to appear as a Rapid Communication in Phys. Rev. E., March 1997