Characterization of noisy symbolic time series

Christopher W. Kulp and Suzanne Smith
Phys. Rev. E 83, 026201 – Published 10 February 2011

Abstract

The 0-1 test for chaos is a recently developed time series characterization algorithm that can determine whether a system is chaotic or nonchaotic. While the 0-1 test was designed for deterministic series, in real-world measurement situations, noise levels may not be known and the 0-1 test may have difficulty distinguishing between chaos and randomness. In this paper, we couple the 0-1 test for chaos with a test for determinism and apply these tests to noisy symbolic series generated from various model systems. We find that the pairing of the 0-1 test with a test for determinism improves the ability to correctly distinguish between chaos and randomness from a noisy series. Furthermore, we explore the modes of failure for the 0-1 test and the test for determinism so that we can better understand the effectiveness of the two tests to handle various levels of noise. We find that while the tests can handle low noise and high noise situations, moderate levels of noise can lead to inconclusive results from the two tests.

  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
4 More
  • Received 7 September 2010

DOI:https://doi.org/10.1103/PhysRevE.83.026201

©2011 American Physical Society

Authors & Affiliations

Christopher W. Kulp and Suzanne Smith

  • Department of Astronomy and Physics, Lycoming College, Williamsport, Pennsylvania 17701, USA

Article Text (Subscription Required)

Click to Expand

References (Subscription Required)

Click to Expand
Issue

Vol. 83, Iss. 2 — February 2011

Reuse & Permissions
Access Options
Author publication services for translation and copyediting assistance advertisement

Authorization Required


×
×

Images

×

Sign up to receive regular email alerts from Physical Review E

Log In

Cancel
×

Search


Article Lookup

Paste a citation or DOI

Enter a citation
×