Deterministic Behaviour of Short Time Series

被引：0
|
作者：
Alessandra Celletti
Claude Froeschlé
Igor V. Tetko
Alessandro E.P. Villa
机构：
[1] Universitá di L'Aquila,Dipt. di Matematica Pura e Applicata
[2] Observatoire de Nice,Department of Biomedical Applications, IBPC
[3] Academy of Sciences of Ukraine,Laboratoire de Neuro–heuristique, Institut de Physiologie
[4] Université de Lausanne,undefined
来源：
Meccanica | 1999年 / 34卷 / 3期
关键词：
Chaos; Deterministic behaviour; Lyapunov exponents; Computational methods; Nonlinear dynamics.;
D O I：
10.1023/A:1004668310653
中图分类号：
学科分类号：
摘要：
We present a new method for detecting a low‐dimensional deterministic character of very short discrete time series. The algorithm depends on two parameters, that can be selected according to a simple criterion. Experiments show that the method is sensitive to noise levels as low as 2%. In addition, our technique allows us to estimate the value of the largest Lyapunov exponent.
引用
收藏
页码：145 / 152
页数：7
相关论文
共 50 条
  • [1] Deterministic behaviour of short time series
    Celletti, A
    Froeschlé, C
    Tetko, IV
    Villa, AEP
    MECCANICA, 1999, 34 (03) : 147 - 154
  • [2] Analysis of the deterministic behaviour of experimental series
    Celletti, A
    Tetko, I
    Villa, AEP
    JOURNAL DE PHYSIQUE IV, 1998, 8 (P6): : 209 - 213
  • [3] Denoising deterministic time series
    Lalley, Steven P.
    Nobel, A. B.
    DYNAMICS OF PARTIAL DIFFERENTIAL EQUATIONS, 2006, 3 (04) : 259 - 279
  • [4] Deterministic Method for the Prediction of Time Series
    Rogoza, Walery
    HARD AND SOFT COMPUTING FOR ARTIFICIAL INTELLIGENCE, MULTIMEDIA AND SECURITY, 2017, 534 : 68 - 80
  • [5] A deterministic forecasting model for fuzzy time series
    Li, ST
    Cheng, YC
    Proceedings of the IASTED International Conference on Computational Intelligence, 2005, : 25 - 30
  • [6] Rhythms and deterministic chaos in geophysical time series
    Smirnov, VB
    Ponomarev, AV
    Jiadong, Q
    Cherepantsev, AS
    IZVESTIYA-PHYSICS OF THE SOLID EARTH, 2005, 41 (06) : 428 - 448
  • [7] A method to concatenate multiple short time series for evaluating dynamic behaviour during walking
    Orter, Stefan
    Ravi, Deepak K.
    Singh, Navrag B.
    Vogl, Florian
    Taylor, William R.
    Ignasiak, Niklas Konig
    PLOS ONE, 2019, 14 (06):
  • [8] Deterministic fuzzy time series model for forecasting enrollments
    Li, Sheng-Tun
    Cheng, Yi-Chung
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2007, 53 (12) : 1904 - 1920
  • [9] TESTING FOR DETERMINISTIC LINEAR TREND IN TIME-SERIES
    NYBLOM, J
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1986, 81 (394) : 545 - 549
  • [10] Algorithm for detecting deterministic chaos in pseudoperiodic time series
    Pukenas, K.
    Muckus, K.
    ELEKTRONIKA IR ELEKTROTECHNIKA, 2007, (08) : 53 - 56
12345