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Title: Discriminating chaotic and stochastic dynamics through the permutation spectrum test

Journal Article · · Chaos (Woodbury, N. Y.)
DOI:https://doi.org/10.1063/1.4891179· OSTI ID:22351139
 [1];  [2];  [3]
  1. Department of Astronomy and Physics, Lycoming College, Williamsport, Pennsylvania 17701 (United States)
  2. Centro de Investigaciones Ópticas (CONICET La Plata—CIC), C.C. 3, 1897 Gonnet (Argentina)
  3. (UNLP), 1900 La Plata (Argentina)

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.

OSTI ID:
22351139
Journal Information:
Chaos (Woodbury, N. Y.), Vol. 24, Issue 3; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); ISSN 1054-1500
Country of Publication:
United States
Language:
English