Detection of chaotic determinism in time series from randomly forced maps

DOI10.1016/S0167-2789(96)00159-5MaRDI QIDQ2564786zbMATH OpenOpenAlexWikidataFDO

Authors K. H. Chon, Jørgen K. Kanters, Richard J. Cohen, N.-H. Holstein-Rathlou

Publication date 3 February 1997

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-2789(96)00159-5

zbMATH Keywords

time seriesdeterminismnonlinear autoregressive modelheart rate variability data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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Cites work

• scientific article; zbMATH DE number 3598294 (Why is no real title available?)
• scientific article; zbMATH DE number 956560 (Why is no real title available?)
• A new look at the statistical model identification
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• Comparison of different methods for computing Lyapunov exponents.
• Determining Lyapunov exponents from a time series
• Ergodic theory of chaos and strange attractors
• Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
• Evidence of low dimensional chaos in renal blood flow control in genetic and experimental hypertension
• Finite correlation dimension for stochastic systems with power-law spectra
• Oscillation and chaos in physiological control systems
• Prediction error estimator for non-linear stochastic systems

Cited in

(18)

• Investigation of determinism in heart rate variability
• The study of chaotic dynamics by means of very short time series
• Reconstructing nonlinear structure in regression residuals
• False determinations of chaos in short noisy time series
• Nonlinear dynamical system identification with dynamic noise and observational noise
• Local box-counting to determine fractal dimension of high-order chaos
• Modeling global vector fields of chaotic systems from noisy time series with the aid of structure-selection techniques
• Modeling nonlinear dynamics and chaos: a review
• On the detection of determinism in a time series
• Variance structure in the human cardiovascular system -- Periodicity, chaos, or old-fashioned noise?
• Estimating the active dimension of cardiac pacemaking dynamics
• Statistical analysis of symbolic dynamics in weakly coupled chaotic oscillators
• The use of synthetic input sequences in time series modeling
• Time series-based bifurcation diagram reconstruction
• On the evidence of deterministic chaos in ECG: Surrogate and predictability analysis
• Heart rate variability as determinism with jump stochastic parameters
• Study on prediction methods for dynamic systems of nonlinear chaotic time series
• Modeling nonlinear determinism in short time series from noise driven discrete and continuous systems

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