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Using Topological Statistics to Detect Determinism in Time Series

Guillermo J. Ortega·Enrique Louis
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Abstract

Statistical differentiability of the measure along the reconstructed trajectory is a good candidate to quantify determinism in time series. The procedure is based upon a formula that explicitly shows the sensitivity of the measure to stochasticity. Numerical results for partially surrogated time series and series derived from several stochastic models, illustrate the usefulness of the method proposed here. The method is shown to work also for high--dimensional systems and experimental time series

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Guillermo J. Ortega, Enrique Louis. 2000-03-22. Using Topological Statistics to Detect Determinism in Time Series. https://doi.org/10.1103/physreve.62.3419

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