The study of chaotic dynamics by means of very short time series

✍ Scribed by Salvador Pueyo

• Book ID: 104297234
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 564 KB
• Volume: 106
• Category: Article
• ISSN: 0167-2789
• DOI: 10.1016/s0167-2789(97)00020-1

✦ Synopsis

A new method is presented to study the local divergence of trajectories in very short time series, as one of the traits that can help to distinguish deterministic chaos from autocorrelated noise. It avoids some of the problems associated with the estimation of Lyapunov exponents. It consists of testing, by randomization methods, whether there is a significantly positive relation between initial distances between points very close to one another and the following variations of distance. It is powerful and statistically rigorous, as required in fields like ecology, where it is very difficult to obtain long time series. Some other traits of time series to be analyzed are also suggested.