Detecting chaos from a time series

作者: Stane Kodba , Matjaž Perc , Marko Marhl

DOI: 10.1088/0143-0807/26/1/021

关键词: AlgorithmWeb pageAttractorSeries (mathematics)Lyapunov exponentMutual informationTime seriesExperimental dataPhysicsChaotic

摘要: The chaotic behaviour of a driven resonant circuit is studied directly from the experimental data. We use basic nonlinear time series analysis methods that are appropriate for undergraduate courses. Mutual information and false nearest neighbours explained in detail, used to obtain best possible attractor reconstruction. For reconstructed attractor, determinism test performed largest Lyapunov exponent calculated. show positive, which strong indicator system. To help reader reproduce our results facilitate further applications on other systems, we provide user-friendly programs with graphical interface each implemented method Web page.

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