Detecting differences between delay vector distributions

被引：98

作者：

Diks, C

vanZwet, WR

Takens, F

DeGoede, J

机构：

[1] LEIDEN UNIV,DEPT MATH & COMP SCI,2300 RA LEIDEN,NETHERLANDS

[2] UNIV GRONINGEN,DEPT MATH,9700 AV GRONINGEN,NETHERLANDS

来源：

PHYSICAL REVIEW E | 1996年 / 53卷 / 03期

关键词：

D O I：

10.1103/PhysRevE.53.2169

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We propose a test for the null hypothesis that two sets of vectors are drawn from the same multidimensional probability distribution. The application to delay vector distributions provides a test for the null hypothesis that two time series have been generated by the same mechanism.

引用

收藏

页码：2169 / 2176

页数：8

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