Using topological statistics to detect determinism in time series
نویسندگان
چکیده
منابع مشابه
Using topological statistics to detect determinism in time series
Statistical differentiability of the measure along the reconstructed trajectory is a good candidate to quantify determinism in time series. The procedure is based upon a formula that explicitly shows the sensitivity of the measure to stochasticity. Numerical results for partially surrogated time series and series derived from several stochastic models, illustrate the usefulness of the method pr...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2000
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.62.3419