Dpto. Fundamentos del Análisis Económico I, Universidad Complutense, 28223 Madrid, Spain.
Chaos. 2011 Dec;21(4):043110. doi: 10.1063/1.3645969.
We say that several scalar time series are dynamically coupled if they record the values of measurements of the state variables of the same smooth dynamical system. We show that much of the information lost due to measurement noise in a target time series can be recovered with a noise reduction algorithm by crossing the time series with another time series with which it is dynamically coupled. The method is particularly useful for reduction of measurement noise in short length time series with high uncertainties.
如果几个标量时间序列记录了同一平滑动力系统状态变量的测量值，我们就说它们是动态耦合的。我们表明，通过将目标时间序列与另一个与其动态耦合的时间序列交叉，可以使用降噪算法恢复由于测量噪声而丢失的大部分信息。该方法对于减少具有高不确定性的短长度时间序列中的测量噪声特别有用。
