CHAOS, NOISE AND COMPLEX FRACTAL DIMENSIONS
Bruce J. West, Ximing Fan · Fractals · 1993
Herein we propose a measure to distinguish a chaotic time series from one which is colored noise. We apply rescaled range analysis to the chaotic time series generated by a two-degree-of-freedom, nonintegrable Hamiltonian system, and find a modulated power-law for R/S. The combination of the power-law index and the period of modulation suggests a complex fractal dimension, which may be the signature of chaos. Some residual questions are collected.