DELAY TIME ESTIMATION FROM TIME SERIES BASED ON NEAREST NEIGHBOR METHOD
Cite this article as:
Prokhorov M. D., Ponomarenko V. I., Khorev V. S. DELAY TIME ESTIMATION FROM TIME SERIES BASED ON NEAREST NEIGHBOR METHOD. Izvestiya VUZ. Applied Nonlinear Dynamics, 2014, vol. 22, iss. 1, pp. 3-15. DOI: https://doi.org/10.18500/0869-6632-2014-22-1-3-15
The method is proposed for delay time estimation in time-delay systems from their time series. The method is based on the nearest neighbor method. It can be applied to a wide class of time-delay systems and it is still efficient under very high levels of dynamical and measurement noise.
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BibTeX
author = {Mikhail Dmitrievich Prokhorov and V. I. Ponomarenko and Vladimir Sergeevich Khorev},
title = {DELAY TIME ESTIMATION FROM TIME SERIES BASED ON NEAREST NEIGHBOR METHOD},
year = {2014},
journal = {Izvestiya VUZ. Applied Nonlinear Dynamics},
volume = {22},number = {1},
url = {https://old-andjournal.sgu.ru/en/articles/delay-time-estimation-from-time-series-based-on-nearest-neighbor-method},
address = {Саратов},
language = {russian},
doi = {10.18500/0869-6632-2014-22-1-3-15},pages = {3--15},issn = {0869-6632},
keywords = {Time-delay systems,time series analysis,parameter estimation},
abstract = {The method is proposed for delay time estimation in time-delay systems from their time series. The method is based on the nearest neighbor method. It can be applied to a wide class of time-delay systems and it is still efficient under very high levels of dynamical and measurement noise. }}