DIRECT TEST FOR DETERMINISM IN A TIME-SERIES

被引：307

作者：

KAPLAN, DT

GLASS, L

机构：

[1] Department of Physiology, McGill University, Montreal QUE. H3G 1Y6

来源：

PHYSICAL REVIEW LETTERS | 1992年 / 68卷 / 04期

关键词：

D O I：

10.1103/PhysRevLett.68.427

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

A direct test for deterministic dynamics can be established by measurement of average directional vectors in a coarse-grained d-dimensional embedding of a time series. Theoretical analysis of the statistical properties of a random time series using the same embedding technique is possible by consideration of classical results concerning random walks in d dimensions. Examples are given to show the clear differences between deterministic dynamics, such as may be generated by chaotic systems, and stochastic dynamics.

引用

页码：427 / 430

页数：4

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