True and false forbidden patterns in deterministic and random dynamics

被引:151
作者
Amigo, J. M.
Zambrano, S.
Sanjuan, M. A. F.
机构
[1] Univ Miguel Hernandez, Ctr Invest Operat, Elche 03202, Spain
[2] Univ Rey Juan Carlos, Dept Fas, Madrid 28933, Spain
关键词
TIME-SERIES; PERMUTATIONS; SYSTEMS; ENTROPY;
D O I
10.1209/0295-5075/79/50001
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this letter we discuss some properties of order patterns both in deterministic and random orbit generation. As it turns out, the orbits of one- dimensional maps have always forbidden patterns, i. e., order patterns that cannot occur, in contrast with random time series, in which any order pattern appears with probability one. However, finite random sequences may exhibit "false" forbidden patterns with non- vanishing probability. In this case, forbidden patterns decay with the sequence length, thus unveiling the random nature of the sequence. Last but not least, true forbidden patterns are robust against noise and disintegrate with a rate that depends on the noise level. These properties can be embodied in a simple method to distinguish deterministic,finite time series with very high levels of observational noise, from random ones. We present numerical evidence for white noise.
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页数:5
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