Inferring chaotic dynamics from time-series: On which length scale determinism becomes visible

被引:38
|
作者
Olbrich, E
Kantz, H
机构
[1] Max-Planck-Inst. Physik Komplexer S., D-01187 Dresden
关键词
nonlinear time series analysis; correlation dimension; entropy;
D O I
10.1016/S0375-9601(97)00351-4
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
On large scales, a chaotic deterministic signal is indistinguishable from a random process. Determinism becomes visible only below a critical length scale. We analyse the dependence of this scale on the entropy of the signal and the minimal embedding dimension for state space reconstruction. The problem of the optimal choice of the delay time for how data can also be discussed in this framework. (C) 1997 Elsevier Science B.V.
引用
收藏
页码:63 / 69
页数:7
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