Deterministic Behaviour of Short Time Series

We present a new method for detecting a low‐dimensional deterministic character of very short discrete time series. The algorithm depends on two parameters, that can be selected according to a simple criterion. Experiments show that the method is sensitive to noise levels as low as 2%. In addition, our technique allows us to estimate the value of the largest Lyapunov exponent.Sommario: In questo articolo si presenta un nuovo metodo per stabilire il carattere deterministico di serie tempodiscrete molto corte. L'algoritmo dipende da due parametri che possono essere selezionati secondo un semplice criterio. Gli esperimenti mostrano che il metodo è sensibile a livelli di rumore del 2%. Inoltre, tale tecnica consente di stimare il valore del massimo esponente di Lyapunov.

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