Mera M Eugenia, Morán Manuel
Departamento de Fundamentos del Análisis Económico I, Universidad Complutense, 28223 Madrid, Spain.
Phys Rev E Stat Nonlin Soft Matter Phys. 2009 Jul;80(1 Pt 2):016207. doi: 10.1103/PhysRevE.80.016207. Epub 2009 Jul 9.
We propose a noise reduction algorithm based on adaptive neighborhood selection that is able to obtain high levels of noise reduction for chaotic vector time series corrupted by observational noises with a noise-to-signal ratio of up to 300%.