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Denoising Chaotic Time Series Using Local Projection Method with Kernel PCA Preprocessing

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Abstract

We improved the local projection denoising effect of chaotic time series with high noise level by adding a Kernel Principal component analysis (PCA) preprocessing to reduce the dependence of the denoising effect to the neighborhood radius. The case study results in the Lorenz system show that the proposed method is effective.

© 2013 Optical Society of America

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