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Using information to generate derivative coordinates from noisy time series

Publication ,  Journal Article
Mann, BP; Khasawneh, FA; Fales, R
Published in: Communications in Nonlinear Science and Numerical Simulation
August 1, 2011

This paper describes an approach for recovering a signal, along with the derivatives of the signal, from a noisy time series. To mimic an experimental setting, noise was superimposed onto a deterministic time series. Data smoothing was then used to successfully recover the derivative coordinates; however, the appropriate level of data smoothing must be determined. To investigate the level of smoothing, an information theoretic is applied to show a loss of information occurs for increased levels of noise; conversely, we have shown data smoothing can recover information by removing noise. An approximate criterion is then developed to balance the notion of information recovery through data smoothing with the observation that nearly negligible information changes occur for a sufficiently smoothed time series. © 2010 Elsevier B.V.

Duke Scholars

Published In

Communications in Nonlinear Science and Numerical Simulation

DOI

ISSN

1007-5704

Publication Date

August 1, 2011

Volume

16

Issue

8

Start / End Page

2999 / 3004

Related Subject Headings

  • Mathematical Physics
  • 4903 Numerical and computational mathematics
  • 4901 Applied mathematics
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics
 

Citation

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Mann, B. P., Khasawneh, F. A., & Fales, R. (2011). Using information to generate derivative coordinates from noisy time series. Communications in Nonlinear Science and Numerical Simulation, 16(8), 2999–3004. https://doi.org/10.1016/j.cnsns.2010.11.011
Mann, B. P., F. A. Khasawneh, and R. Fales. “Using information to generate derivative coordinates from noisy time series.” Communications in Nonlinear Science and Numerical Simulation 16, no. 8 (August 1, 2011): 2999–3004. https://doi.org/10.1016/j.cnsns.2010.11.011.
Mann BP, Khasawneh FA, Fales R. Using information to generate derivative coordinates from noisy time series. Communications in Nonlinear Science and Numerical Simulation. 2011 Aug 1;16(8):2999–3004.
Mann, B. P., et al. “Using information to generate derivative coordinates from noisy time series.” Communications in Nonlinear Science and Numerical Simulation, vol. 16, no. 8, Aug. 2011, pp. 2999–3004. Scopus, doi:10.1016/j.cnsns.2010.11.011.
Mann BP, Khasawneh FA, Fales R. Using information to generate derivative coordinates from noisy time series. Communications in Nonlinear Science and Numerical Simulation. 2011 Aug 1;16(8):2999–3004.
Journal cover image

Published In

Communications in Nonlinear Science and Numerical Simulation

DOI

ISSN

1007-5704

Publication Date

August 1, 2011

Volume

16

Issue

8

Start / End Page

2999 / 3004

Related Subject Headings

  • Mathematical Physics
  • 4903 Numerical and computational mathematics
  • 4901 Applied mathematics
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics