Measuring nonstationarity by analyzing the loss of recurrence in dynamical systems

被引:44
作者
Rieke, C
Sternickel, K
Andrzejak, RG
Elger, CE
David, P
Lehnertz, K
机构
[1] Univ Bonn, Med Ctr, Dept Epileptol, D-53105 Bonn, Germany
[2] Univ Bonn, Inst Strahlen & Kernphys, D-53115 Bonn, Germany
关键词
D O I
10.1103/PhysRevLett.88.244102
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We propose measure for nonstationarity which is based on the analysis of distributions of temporal distances of neighboring vectors in state space. As an extension of previous techniques our method does not require a partitioning of the time series. Moreover, the deviation of mean recurrence times from frequency distributions that would be expected under stationary conditions allows us to estimate the statistical significance of the method.
引用
收藏
页码:4 / 244102
页数:4
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