A SIMPLE TEST FOR HIDDEN PERIODICITY IN TIME-SERIES DATA

被引：1
|
作者：
ROSENBLUM, M [1 ]
KURTHS, J [1 ]
机构：
[1] RUSSIAN ACAD SCI,MECH ENGN RES INST,MOSCOW 101830,RUSSIA
来源：
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS | 1995年 / 5卷 / 01期
关键词：
D O I：
10.1142/S0218127495000211
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We would like to draw the attention of specialists in time series analysis to a simple but efficient algorithm for the determination of hidden periodic regimes in complex time series. The algorithm is stable towards additive noise and allows one to detect periodicity even if the examined data set contains only a few periods. In such cases it is more suitable than other techniques, such as spectral analysis or recurrence map. We recommend the use of this test prior to the evaluation of attractor dimensions and other dynamical characteristics from experimental data.
引用
收藏
页码：265 / 269
页数：5
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