Distinguishing chaotic time series from noise: a random matrix approach

DOI10.1016/j.cnsns.2016.08.018zbMath1465.37094OpenAlexW2510665786MaRDI QIDQ2005059

Chen Ju, Jianxing Chen, Bin Ye, Hui-Jun Li, Xue-Song Wang

Publication date: 7 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2016.08.018

zbMATH Keywords

noiserandom matrix theoryspectral distributionchaotic time series

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Time series analysis of dynamical systems (37M10)

Related Items (4)

Can deep learning distinguish chaos from noise? Numerical experiments and general considerations ⋮ Detecting nonlinearity in short and noisy time series using the permutation entropy ⋮ Random matrix time series ⋮ Learning and distinguishing time series dynamics via ordinal patterns transition graphs

Cites Work

• Rate of convergence to the semi-circular law
• Spectral statistics in directed complex networks and universality of the Ginibre ensemble
• Random matrix theory
• Chaos in the Lorenz equations: a computer-assisted proof
• Developments in random matrix theory
• Discrete Chaos-I: Theory
• Predictability: a way to characterize complexity

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