Time series analysis of turbulent and non-autonomous systems
Time series analysis of turbulent and non-autonomous systems
复制标题
湍流和非自治系统的时间序列分析
DOI：
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发表时间：
2012
期刊：
影响因子：
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通讯作者：
A. Stefanovska
中科院分区：
文献类型：
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作者：
Philip T. Clemson;A. Stefanovska
时间序列分析通常应用于混沌系统和随机系统，它们统称为湍流。然而，显式时间依赖的非自治系统也可以产生湍流动力学，这使得它们用于描述许多物理现象。然而，许多用于分析湍流的方法都是基于自治系统。在本文中，时间序列的混沌，随机和非自治的Duffing系统进行了分析，使用这些方法来衡量其适用于非自治系统。研究发现，含时表示在这类系统的研究中是非常重要的。此外，当在表示中忽略时间依赖性时，完全确定性的非自治系统通常与随机系统难以区分。
Time series analysis is commonly applied to both chaotic and stochastic systems, which are collectively described as turbulence. However, explicitly time-dependent non-autonomous systems can also generate turbulent dynamics, which makes them useful for describing many physical phenomena. Nevertheless, many of the methods used to analyse turbulence are based around autonomous systems. In this paper, time series from the chaotic, stochastic and non-autonomous Duffing system are analysed using these methods to gauge their suitability to non-autonomous systems. It is found that time-dependent representations are vitally important in the study of this class of systems. Moreover, when time-dependence is neglected in the representation a completely deterministic non-autonomous system is often indistinguishable from a stochastic system.