RT Journal Article
T1 Degrees of freedom of a time series
A1 Mera Rivas, María Eugenia
A1 Morán Cabré, Manuel
AB We give a formal proof that if f is a smooth dynamics on a d-dimensional smooth manifold and μ is an ergodic and exact dimensional measure with Hausdorff dimension dimμ>d-1, then the number d of degrees of freedom of the dynamics can be recovered from the observation of an orbit. We implement, with this purpose, an algorithm based on the analysis of the microstructure of μ. We show how a correct estimation of d permits the computation of the Liapunov spectrum with a high accuracy avoiding the issue of the spurious exponents.
PB Springer Nature
SN 0022-4715
YR 2002
FD 2002
LK https://hdl.handle.net/20.500.14352/60450
UL https://hdl.handle.net/20.500.14352/60450
LA eng
DS Docta Complutense
RD 19 may 2024