AN EMPIRICAL APPROACH USING SPECTRAL AND RECURRENCE ANALYSIS TO ESTIMATE TIME SERIES STOCHASTIC AND DETERMINISTIC COMPONENTS

Ricardo Araujo Rios, Rodrigo Fernandes de Mello
2011 unpublished
System behavior studies, aiming to understand intrinsic features, have been conducted in several science domains. During the study and analysis of a system, one of the main difficulties is the presence of stochastic and deterministic components. When such components are not correctly analyzed, the accuracy of applied models tends to reduce. Therefore, before modeling a system, one needs to understand the influences of both components. In this sense, this work presents a new approach, that
more » ... es Empirical Mode Decomposition (EMD) and Recurrence Analysis, to estimate the influences of these components in systems organized as time series.
doi:10.5540/dincon.2011.001.1.0038 fatcat:q6pscwwse5h55lor5wec6rrfpe