INFERRING CHAOTIC DYNAMICS FROM TIME-SERIES - ON WHICH LENGTH SCALE DETERMINISM BECOMES VISIBLE

Authors
OLBRICH E KANTZ H
Citation
E. Olbrich et H. Kantz, INFERRING CHAOTIC DYNAMICS FROM TIME-SERIES - ON WHICH LENGTH SCALE DETERMINISM BECOMES VISIBLE, Physics letters. A, 232(1-2), 1997, pp. 63-69
Citations number
20
Categorie Soggetti
Physics
Journal title
Physics letters. A → ACNP
ISSN journal
03759601
Volume
232
Issue
1-2
Year of publication
1997
Pages
63 - 69
Database
ISI
SICI code
0375-9601(1997)232:1-2<63:ICDFT->2.0.ZU;2-F
Abstract
On large scales, a chaotic deterministic signal is indistinguishable f rom a random process. Determinism becomes visible only below a critica l length scale. We analyse the dependence of this scale on the entropy of the signal and the minimal embedding dimension for state space rec onstruction. The problem of the optimal choice of the delay time for h ow data can also be discussed in this framework. (C) 1997 Elsevier Sci ence B.V.