Electronic Resource
Woodbury, NY
:
American Institute of Physics (AIP)
Chaos
7 (1997), S. 414-422
ISSN:
1089-7682
Source:
AIP Digital Archive
Topics:
Physics
Notes:
A numerical algorithm is presented for estimating whether, and roughly to what extent, a time series is noise corrupted. Using phase-randomized surrogates constructed from the original signal, metrics are defined which can be used to quantify the noise level. A saturation occurs in these metrics at signal to noise ratios (SNRs) of around 0 dB and below, and also at around 20 dB and above. In between these two regions there is a monotonic transition in the value of the metrics from one region to the other corresponding to changes in the SNR. © 1997 American Institute of Physics.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1063/1.166214
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