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

Abstract

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.

Authors:
 [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)
Publication Date:
OSTI Identifier:
22351139
Resource Type:
Journal Article
Resource Relation:
Journal Name: Chaos (Woodbury, N. Y.); Journal Volume: 24; Journal Issue: 3; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; CHAOS THEORY; NOISE; NONLINEAR PROBLEMS; RELIABILITY; SPECTRA; STOCHASTIC PROCESSES

Citation Formats

Kulp, C. W., E-mail: Kulp@lycoming.edu, Zunino, L., E-mail: lucianoz@ciop.unlp.edu.ar, and Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata. Discriminating chaotic and stochastic dynamics through the permutation spectrum test. United States: N. p., 2014. Web. doi:10.1063/1.4891179.
Kulp, C. W., E-mail: Kulp@lycoming.edu, Zunino, L., E-mail: lucianoz@ciop.unlp.edu.ar, & Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata. Discriminating chaotic and stochastic dynamics through the permutation spectrum test. United States. doi:10.1063/1.4891179.
Kulp, C. W., E-mail: Kulp@lycoming.edu, Zunino, L., E-mail: lucianoz@ciop.unlp.edu.ar, and Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata. Mon . "Discriminating chaotic and stochastic dynamics through the permutation spectrum test". United States. doi:10.1063/1.4891179.
@article{osti_22351139,
title = {Discriminating chaotic and stochastic dynamics through the permutation spectrum test},
author = {Kulp, C. W., E-mail: Kulp@lycoming.edu and Zunino, L., E-mail: lucianoz@ciop.unlp.edu.ar and Departamento de Ciencias Básicas, Facultad de Ingeniería, Universidad Nacional de La Plata},
abstractNote = {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.},
doi = {10.1063/1.4891179},
journal = {Chaos (Woodbury, N. Y.)},
number = 3,
volume = 24,
place = {United States},
year = {Mon Sep 01 00:00:00 EDT 2014},
month = {Mon Sep 01 00:00:00 EDT 2014}
}
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