期刊
PHYSICAL REVIEW E
卷 62, 期 1, 页码 427-437出版社
AMERICAN PHYSICAL SOC
DOI: 10.1103/PhysRevE.62.427
关键词
-
in experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set, it is not possible to reconstruct the invariant measure up to an arbitrarily fine resolution and an arbitrarily high embedding dimension. These restrictions limit our ability to distinguish between signals generated by different systems, such as regular, chaotic, or stochastic ones, when analyzed from a time series point of view. We propose to classify the signal behavior, without referring to any specific model, as stochastic or deterministic on a certain scale of the resolution epsilon, according to the dependence of the (epsilon, tau) entropy, h(epsilon, tau), and the finite size Lyapunov exponent lambda(epsilon) on epsilon.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据