DETECTING DIFFERENCES BETWEEN DELAY VECTOR DISTRIBUTIONS

Authors
DIKS C VANZWET WR TAKENS F DEGOEDE J
Citation
C. Diks et al., DETECTING DIFFERENCES BETWEEN DELAY VECTOR DISTRIBUTIONS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 53(3), 1996, pp. 2169-2176
Citations number
11
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
53
Issue
3
Year of publication
1996
Pages
2169 - 2176
Database
ISI
SICI code
1063-651X(1996)53:3<2169:DDBDVD>2.0.ZU;2-E
Abstract
We propose a test for the null hypothesis that two sets of vectors are drawn from the same multidimensional probability distribution. The ap plication to delay vector distributions provides a test for the null h ypothesis that two time series have been generated by the same mechani sm.