Recognition of colored noise in pseudo-phase space by using BDS statistics
DOI:
https://doi.org/10.3103/S0735272709120061Abstract
Algorithm for calculating BDS statistics based on determination of correlation integral is presented. The algorithm is based on statistical significance of correlation dimensionality of a process, represented in pseudo-phase space of the given dimensionality. For the first time a numerical method for classification of random processes by their “color” with using statistical properties of BDS statistics is suggested.
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