A nonparametric statistical approach in noisy chaos identification
Dejian Lai, Ronald B. Harrist · Communications in Statistics - Simulation and Computation · 1997
Data resulting from some deterministic dynamic systems may appear to be random. To distinguish these kinds of data from random data is a new challenge for statisticians. This paper develops a nonparametric statistical test procedure for distinguishing noisy chaos from i. i. d. random processes. The procedure can be easily implemented by computer and is very effective in identifying low dimensional chaos in certain instances.