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It is an important problem in chaos theory whether an
observed irregular signal is deterministic chaotic or stochastic. We
propose an efficient method for distinguishing deterministic chaotic
from stochastic time series for short scalar time series. We first
investigate, with the increase of the embedding dimension, the
changing trend of the distance between two points which stay close
in phase space. And then, we obtain the differences between Gaussian
white noise and deterministic chaotic time series underlying this
method. Finally, numerical experiments are presented to testify the
validity and robustness of the method. Simulation results indicate
that our method can distinguish deterministic chaotic from
stochastic time series effectively even when the data are short and
contaminated. 相似文献
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