Local Projection Noise Reduction Method Based on Adaptive Neighborhood Selection

Chen Xin-wua · Journal of Xinyang Normal University · 2012

The local projection noise reduction method is presented based on adaptive neighborhood selection.The adaptive neighborhood selection was measured by a phase space distance matrix and RSN.First,one dimensional time series are embedded into a high dimensional phase space,the phase space distance matrix is calculated in order to describe the location between the phase points in high dimensional phase space,then the initial neighborhood size and dynamic step of each candidate phase point is set for adaptive neighborhood selection by a phase space distance matrix.Finally,local method is used to reduce noise.The optimal neighborhood size is obtained by iterative local projection when the out signal-to-noise ratio reaches the maximum.

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