Tests for nonlinearity in short stationary time series.
To compare direct tests for detecting determinism in chaotic time series, data from Henon, Lorenz, and Mackey-Glass equations were contaminated with various levels of additive colored noise. These data were analyzed with a variety of recently developed tests for determinism, and the results compared. (c) 1995 American Institute of Physics.
Chang
Taeun
T
Department of Neurosurgery, Children's National Medical Center and the School of Medicine, George Washington University, Washington, D.C. 20010Department of Mathematics, George Mason University, Fairfax, Virginia 22030Department of Neurosurgery, Children's National Medical Center and the School of Medicine, George Washington University, Washington, D.C. 20010.
Sauer
Tim
T
Schiff
Steven J.
SJ