The Chaotic Attractor Analysis of DJIA Based on Manifold Embedding and Laplacian Eigenmaps

Table 1

Comparison between original MACD and noise-filtered series.

Denoise methods	Threshold			Statistical test
	Lev1	Lev2	Lev3	S_I	N_I	SN_I
Original signal	—	—	—	85.798	0	85.798
Unscaled denoise	3.865	3.865	3.865	80.871	2.847	83.7180
White denoise	34.039	39.521	54.711	75.311	7.144	82.455
No-white denoise	288.649	121.691	54.039	72.844	15.611	88.455