论文标题
时间序列中的混乱行为检测
Detection of chaotic behavior in time series
论文作者
论文摘要
确定性混乱是非线性动力学的现象,它属于20世纪科学的最大进步。混乱的行为在可观察的性质上也出现在数学方程式中,就像在那里的时间序列一样。时间序列的混乱类似于随机行为,但是随机性是完全确定的,因此混乱的数据可以为我们提供有用的信息。因此,必须拥有能够检测到时间序列混乱的方法,此外,将混乱数据与随机数据区分开来是必不可少的。在这里,我们介绍并讨论了混乱检测的标准和机器学习方法的性能及其对两个众所周知的简单混乱的离散动态系统的实现 - 逻辑图和帐篷图,这些图符合混乱的大多数定义。
Deterministic chaos is phenomenon from nonlinear dynamics and it belongs to greatest advances of twentieth-century science. Chaotic behavior appears apart of mathematical equations also in wide range in observable nature, so as in there originating time series. Chaos in time series resembles stochastic behavior, but apart of randomness it is totally deterministic and therefore chaotic data can provide us useful information. Therefore it is essential to have methods, which are able to detect chaos in time series, moreover to distinguish chaotic data from stochastic one. Here we present and discuss the performance of standard and machine learning methods for chaos detection and its implementation on two well known simple chaotic discrete dynamical systems - Logistic map and Tent map, which fit to the most of the definitions of chaos.