Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series
Data(s) |
1994
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Resumo |
We propose here a local exponential divergence plot which is capable of providing an alternative means of characterizing a complex time series. The suggested plot defines a time-dependent exponent and a ''plus'' exponent. Based on their changes with the embedding dimension and delay time, a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time, and the largest Lyapunov exponent has been obtained. When redefining the time-dependent exponent LAMBDA(k) curves on a series of shells, we have found that whether a linear envelope to the LAMBDA(k) curves exists can serve as a direct dynamical method of distinguishing chaos from noise. |
Identificador | |
Idioma(s) |
英语 |
Fonte |
Physical Review E.1994,49(5):3807-3814 |
Palavras-Chave | #Power-Law Spectra #Strange Attractors #Lyapunov-Exponent #Correlation Dimension #Phase-Space #Systems #Entropy #Noise |
Tipo |
期刊论文 |