Recognizing determinism in a time series
- 1 February 1993
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review Letters
- Vol. 70 (5), 580-582
- https://doi.org/10.1103/physrevlett.70.580
Abstract
A quantitative measure of determinism in a recurrent time series is developed. Specifically, scalar time series data are used to form a vector series in reconstructed phase space. A statistic is then developed to measure the observed ‘‘continuity’’ of the vector series. The statistic is used as a measure of determinism. Several examples are included to demonstrate the effectiveness of the method.Keywords
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