An alternate partitioning technique to quantify the regularity of complex time series

Citation
N. Radhakrishnan et al., An alternate partitioning technique to quantify the regularity of complex time series, INT J B CH, 10(7), 2000, pp. 1773-1779
Citations number
24
Categorie Soggetti
Multidisciplinary
Journal title
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
ISSN journal
02181274 → ACNP
Volume
10
Issue
7
Year of publication
2000
Pages
1773 - 1779
Database
ISI
SICI code
0218-1274(200007)10:7<1773:AAPTTQ>2.0.ZU;2-T
Abstract
In this paper we use the concepts of information theory to analyze the time series obtained from complex systems. The procedure discussed here can be applied to quantify the regularity of chaotic time series, although it migh t not certify chaos. The main idea is to map the time series into a finite sequence of symbols using an efficient partitioning technique, and quantify the regularity of the resulting sequence by a chosen complexity measure. A proper partitioning technique is essential for ally meaningful analysis of the resulting sequence. We have used a clustering technique to partition t he time series into a finite sequence and the Lempel-Ziv complexity measure to quantify the regularity of this sequence.