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
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