Detecting functional relationships between simultaneous time series

被引：0

作者：

Goodridge, CL ^{[1
]}

Pecora, LM ^{[1
]}

Carroll, TL ^{[1
]}

Rachford, FJ ^{[1
]}

机构：

[1] USN, Res Lab, Washington, DC 20375 USA

来源：

PHYSICAL REVIEW E | 2001年 / 64卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We describe a method to characterize the predictability and functionality between two simultaneously generated time series. This nonlinear method requires minimal assumptions and can be applied to data measured either from coupled systems or from different positions on a spatially extended system. This analysis generates a function statistic, Theta (c)o, that quantifies the level of predictability between two time series. We illustrate the utility of this procedure by presenting results from a computer simulation and two experimental systems.

引用

页数：10

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