Discriminating chaotic and stochastic dynamics through the permutation spectrum test. (English) Zbl 1374.37104
Summary: 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.{
©2014 American Institute of Physics}
©2014 American Institute of Physics}
MSC:
| 37M10 | Time series analysis of dynamical systems |
| 37D45 | Strange attractors, chaotic dynamics of systems with hyperbolic behavior |
| 37H10 | Generation, random and stochastic difference and differential equations |
Software:
PETROPYReferences:
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