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For dynamical systems embedded in delay coordinate space there always exists a manifold for which ,0, but as we can L see, noise reduction is possible as soon as the are smaller than the observational error.
Obviously, sunspot numbers are nonnegative, but also the null hypothesis of a monotonically rescaled Gaussian linear random process is to be rejected since taking squares is not a monotonic operation. Unfortunately, the framework of surrogate data does not currently provide a method to test against null hypothesis involving noninvertible measurement functions. Yet another example is given by linearly filtered time series. Even if the null hypothesis of a monotonically rescaled Gaussian linear random process is true for the underlying signal, it is 48 T.
References from the dynamical systems context are, for example, the works by Herzel , Ebeling and coworkers , Schu¨rmann and Grassberger , and Hao . Applications are discussed in Refs. [139,140] and many others. Symbolic encoding constitutes a severe selection among the available information. This may be a desirable property in cases with high noise levels. At a moderate level of coarse graining, any finite length scale version of the invariant quantities discussed above can in principle be used for comparative purposes.
Physics Reports vol.308