ランダム時系列に対するリアプノフスペクトラム推定法の適用

概要

論文の詳細を見る
Detecting the existence of deterministic chaos is one of important studies from the view point of chaotic time series analysis. For quantifying deterministic chaos, we have several measures, for example correlation dimensions, the Lyapunov exponents and their spectra, metric entropies and so on. To estimate the correlation dimension, Grassberger-Procaccia algorithm (GPA) is widely applied. When GPA is adopted to random time series, it has been shown that the estimated dimensions are the same as the dimensions of state spaces, while they converge to typical values in case of an application to chaos. The Lyapunov exponent and its spectrum are also important quantities to measure deterministic chaos. Several algorithms of estimating Lyapunov spectra have been proposed and it is already reported that even if we have only a single variable time series, we can estimate the Lyapunov exponent and its spectrum with high accuracies. In this paper, we apply this algorithm of estimating Lyapunov spectra to random time series; namely the time inverval of gamma ray emmision of cobalt.
社団法人電子情報通信学会の論文
1995-03-27