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| Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series | |
Gao JB(高剑波) ; ZhengZM(郑哲敏); GAO, JB (reprint author), CHINESE ACAD SCI,INST MECH,NONLINEAR MECH CONTINUOUS MEDIA LAB,BEIJING 100080,PEOPLES R CHINA.
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| Source Publication | Physical Review E
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| 1994 | |
| Volume | 49Issue:5Pages:3807-3814 |
| ISSN | 1063-651X |
| Abstract | We propose here a local exponential divergence plot which is capable of providing an alternative means of characterizing a complex time series. The suggested plot defines a time-dependent exponent and a ''plus'' exponent. Based on their changes with the embedding dimension and delay time, a criterion for estimating simultaneously the minimal acceptable embedding dimension, the proper delay time, and the largest Lyapunov exponent has been obtained. When redefining the time-dependent exponent LAMBDA(k) curves on a series of shells, we have found that whether a linear envelope to the LAMBDA(k) curves exists can serve as a direct dynamical method of distinguishing chaos from noise. |
| Keyword | Power-law Spectra Strange Attractors Lyapunov-exponent Correlation Dimension Phase-space Systems Entropy Noise |
| DOI | 10.1103/PhysRevE.49.3807 |
| Indexed By | SCI |
| Language | 英语 |
| WOS ID | WOS:A1994NN99400039 |
| WOS Keyword | POWER-LAW SPECTRA ; STRANGE ATTRACTORS ; LYAPUNOV-EXPONENT ; CORRELATION DIMENSION ; PHASE-SPACE ; SYSTEMS ; ENTROPY ; NOISE |
| WOS Research Area | Physics |
| WOS Subject | Physics, Fluids & Plasmas ; Physics, Mathematical |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://dspace.imech.ac.cn/handle/311007/39338 |
| Collection | 力学所知识产出(1956-2008) |
| Corresponding Author | GAO, JB (reprint author), CHINESE ACAD SCI,INST MECH,NONLINEAR MECH CONTINUOUS MEDIA LAB,BEIJING 100080,PEOPLES R CHINA. |
| Recommended Citation GB/T 7714 | Gao JB,ZhengZM,GAO, JB . Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series[J]. Physical Review E,1994,49,5,:3807-3814. |
| APA | 高剑波,ZhengZM,&GAO, JB .(1994).Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series.Physical Review E,49(5),3807-3814. |
| MLA | 高剑波,et al."Direct dynamical test for deterministic chaos and optimal embedding of a chaotic time-series".Physical Review E 49.5(1994):3807-3814. |
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