Deterministic behaviour of short time series

Authors
Celletti, A Froeschle, C Tetko, IV Villa, AEP
Citation
A. Celletti et al., Deterministic behaviour of short time series, MECCANICA, 34(3), 1999, pp. 147-154
Citations number
22
Categorie Soggetti
Mechanical Engineering
Journal title
MECCANICA
ISSN journal
00256455 → ACNP
Volume
34
Issue
3
Year of publication
1999
Pages
147 - 154
Database
ISI
SICI code
0025-6455(199908)34:3<147:DBOSTS>2.0.ZU;2-M
Abstract
We present a new method for detecting a low-dimensional deterministic chara cter of very short discrete time series. The algorithm depends on two param eters, that can be selected according to a simple criterion. Experiments sh ow that the method is sensitive to noise levels as low as 2%. In addition, our technique allows us to estimate the value of the largest Lyapunov expon ent.