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Smoothing Strange Attractors Using Splines

Junheng Luo, Dominique Thiebaut

chao-dynarXiv:chao-dyn/9512009

Abstract

A noise-reduction algorithm for time-series of non-linear systems is presented. The algorithm smoothes the attractors in phase space using B-splines, allowing a more accurate measure of their dynamics. The algorithm is tested on numerical and experimental data. It is linear in complexity, and can be applied to embeddings of any dimension.

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