COLORED NOISE OR LOW-DIMENSIONAL CHAOS

Devising a method capable of distinguishing a low-dimensional chaotic signal that might be embedded in a noisy stochastic process has become a major challenge for those involved in time-series analysis. Here a null hypothesis approach is used in conjunction with a known nonlinear predictive test, to probe for the presence of chaos in epidemiological data. A probabilistic set of rules is used to simulate a historic record of New York City measles outbreaks, generally understood to be governed by a chaotic attractor. The simulated runs of 'surrogate data' are carefully constructed so as to be free from any underlying low-dimensional chaotic process. They therefore serve as a useful null model against which to test the observed time series. However, despite the assumed differences between the dynamics of measles outbreaks and the null model, a nonlinear predictive scheme is found to be unable to differentiate between their characteristic time series. The methodology confirms that, if there is in fact a chaotic signal in the measles data, it is extremely difficult to detect in time series of such limited length. The results have general relevance to the analysis of physical, ecological and environmental time series.