Testing chaos based on empirical distribution function: A simulation study

被引：1
|
作者：
Lai, DJ [1 ]
Chen, GR
机构：
[1] Univ Texas, Sch Publ Hlth, Program Biometry, Houston, TX 77030 USA
[2] Univ Houston, Dept Elect & Comp Engn, Houston, TX 77204 USA
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2002年 / 72卷 / 01期
关键词：
chaos; empirical distribution function; nonlinear time series; simulation study; test of randomness;
D O I：
10.1080/00949650211427
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
It is well known that many classical statistical tests of randomness generally fail to distinguish chaos generated by some lower-dimensional deterministic dynamical systems from independent and identically distributed (i.i.d.) random series. In this paper, we suggest a powerful statistical testing method based on empirical distribution function that can well detect chaos and i.i.d. random series.
引用
收藏
页码：77 / 85
页数：9
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