Index method to detect determinism in time series
Xiaofeng Hui · Systems engineering and electronics · 2012
The determinism of time series has a direct impact on the choice of the theoretical framework.A method to detect the determinism of nonlinear time series is proposed.This method first reconstructs the time series into a high dimensional space.Then the low-dimensional projector of the high-dimensional manifolds is found in a low-dimensional Euclidean space.When the projector is reflected back to the high-dimensional space,there are differences between the projector and the high-dimensional manifolds.By comparing the high-dimensional manifolds and the projector reflected back to the high-dimensional space,the determinism of the time series can be detected.The simulation results show that the method is reliable.