Function for denoising a given time series using nonlinear analysis techniques.

1 2 | ```
nonLinearNoiseReduction(time.series, embedding.dim,
radius)
``` |

`time.series` |
The original time series to denoise. |

`embedding.dim` |
Integer denoting the dimension in
which we shall embed the |

`radius` |
The radius used to looking for neighbours in the phase space (see details). |

This function takes a given time series and denoises it. The denoising is achieved by averaging each Takens' vector in an m-dimensional space with his neighbours (time lag=1). Each neighbourhood is specified with balls of a given radius (max norm is used).

A vector containing the denoised time series.

Constantino A. Garcia

H. Kantz and T. Schreiber: Nonlinear Time series Analysis (Cambridge university press)

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