A new criterion to distinguish stochastic and deterministic time series with the Poincaré section and fractal dimension

DOI10.1063/1.3096413zbMath1311.37065OpenAlexW2086279008WikidataQ45716294 ScholiaQ45716294MaRDI QIDQ5251423

Abbas Golestani, Mohammad-Reza Jahed Motlagh, Nasser Mozayani, Amir H. Omidvarnia, K. Ahmadian

Publication date: 20 May 2015

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d4a756b592e8dff45d374a555861be5fc6a7dae7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10) Fractals (28A80)

Related Items (2)

Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level ⋮ Optimization of Poincaré sections for discriminating between stochastic and deterministic behavior of dynamical systems

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