RECOGNIZING RANDOMNESS IN A TIME-SERIES

We study the effects of intrinsic noise on low-dimensional chaotic sys tems and nonlinear oscillating systems. For the former, we show that a dding increasing amounts of intrinsic noise increasingly destroys the characteristic short-term predictability of chaos, while for the latte r, we show that phase points near the deterministic limit cycle execut e Brownian-like motions. Quantitative methods are also proposed to est imate the amount of noise contained in the signal.