The Study of Chaotic Noise Reduction Method with Improved Local Projection
Xiang Mu · Jisuanji fangzhen · 2007
It is difficult to choose the neighborhood and noise subspace for the observed chaotic time series, therefore an improved nonlinear noise reduction method was proposed. Combining the wavelet analysis and chaotic noise reduction method, this method firstly uses wavelet analysis to estimate the initial neighbour radius and searches the neighbourhood adaptively in the phase space; What is more, non-orthogonal projective approach is used to different neighborhoods. Both the chaotic time series generated by Henon map and the measurement of Dalian rainfall time series were respectively applied for noise reduction using this method. The numerical experiments results show that the proposed method can better correct the position of data points in phase space and approximate the real chaotic attractor trajectories more closely.