"Smoothness" in embedded time series
Liming W. Salvino, Robert G. Cawley · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1993
We describe a new approach to discriminating between `smoothness' and randomness in a time series. The method, which is applicable to both map and flow data, exploits an arbitrariness in the choice of vector field for computation of a statistic forming the basis of the test. Our approach mitigates uncertainties due to finite numerics in the statistics of previous work. We examine some of the examples chosen to illustrate a variety of effects that can occur in the implementation of this test.