TESTS FOR NONLINEARITY IN SHORT STATIONARY TIME-SERIES

被引:31
作者
CHANG, T
SAUER, T
SCHIFF, SJ
机构
[1] GEORGE WASHINGTON UNIV, CHILDRENS NATL MED CTR, DEPT NEUROSURG, WASHINGTON, DC 20010 USA
[2] GEORGE WASHINGTON UNIV, SCH MED, WASHINGTON, DC 20010 USA
[3] GEORGE MASON UNIV, DEPT MATH, FAIRFAX, VA 22030 USA
关键词
D O I
10.1063/1.166093
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
To compare direct tests for detecting determinism in chaotic time series, data from Hénon, Lorenz, and Mackey-Glass equations were contaminated with various levels of additive colored noise. These data were analyzed with a variety of recently developed tests for determinism, and the results compared. © 1995 American Institute of Physics.
引用
收藏
页码:118 / 126
页数:9
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