DIRECT TEST FOR DETERMINISM IN A TIME-SERIES
DIRECT TEST FOR DETERMINISM IN A TIME-SERIES
复制标题
DOI：
10.1103/physrevlett.68.427
复制
发表时间：
1992-01-27
影响因子：
8.6
通讯作者：
GLASS, L
中科院分区：
文献类型：
--
作者：
KAPLAN, DT;GLASS, L
确定性动力学的直接检验可以通过测量时间序列的粗粒度d维嵌入中的平均方向向量来建立。理论分析的统计特性的随机时间序列使用相同的嵌入技术是可能的，通过考虑经典的结果，在d维随机游动。给出的例子来显示确定性动力学，如可能产生的混沌系统，和随机动力学之间的明显差异。
A direct test for deterministic dynamics can be established by measurement of average directional vectors in a coarse-grained d-dimensional embedding of a time series. Theoretical analysis of the statistical properties of a random time series using the same embedding technique is possible by consideration of classical results concerning random walks in d dimensions. Examples are given to show the clear differences between deterministic dynamics, such as may be generated by chaotic systems, and stochastic dynamics.