A NEW IRREGULARITY CRITERION FOR DISCRIMINATION OF STOCHASTIC AND DETERMINISTIC TIME SERIES

DOI10.1142/S0218348X08003879zbMath1166.62068OpenAlexW2078139275MaRDI QIDQ3520329

Amir H. Omidvarnia, Ali Motie Nasrabadi

Publication date: 26 August 2008

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x08003879

zbMATH Keywords

surrogate datahypothesis testingstate space reconstructionHiguchi fractal dimension

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (2)

Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level ⋮ A new criterion to distinguish stochastic and deterministic time series with the Poincaré section and fractal dimension

Cites Work

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• Finite correlation dimension for stochastic systems with power-law spectra
• NONLINEAR TIME SEQUENCE ANALYSIS
• Controlling chaotic dynamical systems

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