Detection of chaotic determinism in time series from randomly forced maps

被引:48
作者
Chon, KH
Kanters, JK
Cohen, RJ
HolsteinRathlou, NH
机构
[1] UNIV COPENHAGEN,PANUM INST,DEPT MED PHYSIOL,DK-2200 COPENHAGEN,DENMARK
[2] MIT,HARVARD MIT DIV HLTH SCI & TECHNOL,CAMBRIDGE,MA 02139
[3] BROWN UNIV,DEPT PHYSIOL,PROVIDENCE,RI 02912
[4] ELSINORE HOSP,CCU,DEPT INTERNAL MED,HELSINGOR,DENMARK
来源
PHYSICA D | 1997年 / 99卷 / 04期
关键词
D O I
10.1016/S0167-2789(96)00159-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Time series from biological systems often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely ''noise''. Despite this effort, it has been difficult to establish the presence of chaos in time series from biological systems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.
引用
收藏
页码:471 / 486
页数:16
相关论文
共 31 条
  • [1] Abarbanel H., 1996, Analysis of Observed Chaotic Data
  • [2] THE ANALYSIS OF OBSERVED CHAOTIC DATA IN PHYSICAL SYSTEMS
    ABARBANEL, HDI
    BROWN, R
    SIDOROWICH, JJ
    TSIMRING, LS
    [J]. REVIEWS OF MODERN PHYSICS, 1993, 65 (04) : 1331 - 1392
  • [3] ALKAIKE H, 1974, IEEE T AUTOMATIC CON, V19, P716
  • [4] IS THE NORMAL HEART A PERIODIC OSCILLATOR
    BABLOYANTZ, A
    DESTEXHE, A
    [J]. BIOLOGICAL CYBERNETICS, 1988, 58 (03) : 203 - 211
  • [5] Billings S.A., 1982, 6 IFAC S ID SYST PAR, P427
  • [6] DENTON TA, 1992, J ELECTROCARDIOL, V24, P84
  • [7] LIAPUNOV EXPONENTS FROM TIME-SERIES
    ECKMANN, JP
    KAMPHORST, SO
    RUELLE, D
    CILIBERTO, S
    [J]. PHYSICAL REVIEW A, 1986, 34 (06): : 4971 - 4979
  • [8] ERGODIC-THEORY OF CHAOS AND STRANGE ATTRACTORS
    ECKMANN, JP
    RUELLE, D
    [J]. REVIEWS OF MODERN PHYSICS, 1985, 57 (03) : 617 - 656
  • [9] CHAOS IN A NOISY WORLD - NEW METHODS AND EVIDENCE FROM TIME-SERIES ANALYSIS
    ELLNER, S
    TURCHIN, P
    [J]. AMERICAN NATURALIST, 1995, 145 (03) : 343 - 375
  • [10] COMPARISON OF DIFFERENT METHODS FOR COMPUTING LYAPUNOV EXPONENTS
    GEIST, K
    PARLITZ, U
    LAUTERBORN, W
    [J]. PROGRESS OF THEORETICAL PHYSICS, 1990, 83 (05): : 875 - 893