Discriminating chaotic and stochastic dynamics through the permutation spectrum test
Creators
- 1. Department of Astronomy and Physics, Lycoming College, Williamsport, Pennsylvania 17701 (United States)
- 2. Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata (UNLP), 1900 La Plata (Argentina)
- 3. Centro de Investigaciones Ópticas (CONICET La Plata—CIC), C.C. 3, 1897 Gonnet (Argentina)
Description
In this paper, we propose a new heuristic symbolic tool for unveiling chaotic and stochastic dynamics: the permutation spectrum test. Several numerical examples allow us to confirm the usefulness of the introduced methodology. Indeed, we show that it is robust in situations in which other techniques fail (intermittent chaos, hyperchaotic dynamics, stochastic linear and nonlinear correlated dynamics, and deterministic non-chaotic noise-driven dynamics). We illustrate the applicability and reliability of this pragmatic method by examining real complex time series from diverse scientific fields. Taking into account that the proposed test has the advantages of being conceptually simple and computationally fast, we think that it can be of practical utility as an alternative test for determinism
Additional details
Identifiers
- DOI
- 10.1063/1.4891179;
Publishing Information
- Journal Title
- Chaos (Woodbury, N. Y.)
- Journal Volume
- 24
- Journal Issue
- 3
- Journal Page Range
- p. 033116-033116.9
- ISSN
- 1054-1500
- CODEN
- CHAOEH
INIS
- Country of Publication
- United States
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 46057478
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- CHAOS THEORY; NOISE; NONLINEAR PROBLEMS; RELIABILITY; SPECTRA; STOCHASTIC PROCESSES
- Descriptors DEC
- MATHEMATICS
Optional Information
- Notes
- (c) 2014 AIP Publishing LLC