1997
DOI: 10.1007/bf01413858
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A note on the Gamma test

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Cited by 231 publications
(75 citation statements)
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“…5, No. 4; The Reconstruction Parameters Calculation dialog box, implements a lot of known methods used for the estimation of the optimum values for the reconstruction parameters, such as the False Nearest Neighbors (FNN method) (Kennel, Brown, & Abarbanel, 1992), the Singular System Approach (SSA method) (Broomhead & King, 1986) and the Γ-test method (Stefansson, Concar, & Jones, 1997) for the estimation of the embedding dimension d, as well as the autocorrelation method (Albano, Muench, Schwartz, Mees, & Rapp, 1988) for the estimation of the time delay τ. In Figure 2, the FNN method is used to calculate the optimum dimension of the embedding space for a time series emerged from the Henon attractor.…”
Section: Phase Space Reconstructionmentioning
confidence: 99%
“…5, No. 4; The Reconstruction Parameters Calculation dialog box, implements a lot of known methods used for the estimation of the optimum values for the reconstruction parameters, such as the False Nearest Neighbors (FNN method) (Kennel, Brown, & Abarbanel, 1992), the Singular System Approach (SSA method) (Broomhead & King, 1986) and the Γ-test method (Stefansson, Concar, & Jones, 1997) for the estimation of the embedding dimension d, as well as the autocorrelation method (Albano, Muench, Schwartz, Mees, & Rapp, 1988) for the estimation of the time delay τ. In Figure 2, the FNN method is used to calculate the optimum dimension of the embedding space for a time series emerged from the Henon attractor.…”
Section: Phase Space Reconstructionmentioning
confidence: 99%
“…The Gamma test is an algorithm developed by [10], [21], [4] as a tool to aid in the construction of data-driven models of smooth systems. It is a technique aimed at estimating the level of noise (its variance) present in a dataset.…”
Section: B Gamma Test (Residual Variance) Analysismentioning
confidence: 99%
“…The Gamma test is an algorithm developed by [11], [21], [5] as a tool to aid in the construction of data-driven models of smooth systems. It is a technique aimed at estimating the level of noise (its variance) present in a dataset.…”
Section: A Gamma Test (Residual Variance) Analysismentioning
confidence: 99%