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Delay Estimation from noisy time series

Toru Ohira·Ryusuke Sawatari
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Abstract

We propose here a method to estimate a delay from a time series taking advantage of analysis of random walks with delay. This method is applicable to a time series coming out of a system which is or can be approximated as a linear feedback system with delay and noise. We successfully test the method with a time series generated by discrete Langevin equation with delay.

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BibTeXRIS

Toru Ohira, Ryusuke Sawatari. 1997-01-27. Delay Estimation from noisy time series. https://doi.org/10.1103/physreve.55.r2077

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