METHOD OF FALSE NEAREST NEIGHBORS - A CAUTIONARY NOTE

被引：35
|
作者：
FREDKIN, DR [1 ]
RICE, JA [1 ]
机构：
[1] UNIV CALIF BERKELEY,DEPT STAT,BERKELEY,CA 94720
来源：
PHYSICAL REVIEW E | 1995年 / 51卷 / 04期
关键词：
D O I：
10.1103/PhysRevE.51.2950
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
The method of false nearest neighbors [M. B. Kennel, R. Brown, and H. D. I. Abarbanel, Phys. Rev. A 45, 3403 (1992)] has been proposed for detecting deterministic structure in empirical time series and for estimating the embedding dimension if the series is deterministic. We show that the method can falsely indicate that a stationary random process is deterministic. Remedial modifications of the method are proposed. © 1995 The American Physical Society.
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页码：2950 / 2954
页数：5
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