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@inproceedings{45725,
author = {Pánis, Radim and Kološ, Martin and Stuchlík, Zdeněk},
address = {Opava},
booktitle = {Proceedings of RAGtime 22: Workshops on black holes and neutron stars},
keywords = {chaos; fractal dimension; recurrence quantification analysis; machine learning; logistic map; time series; tent map},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Opava},
isbn = {978-80-7510-432-8},
pages = {221-231},
publisher = {Slezská univerzita v Opavě, Fyzikální ústav v Opavě},
title = {Detection of chaotic behavior in time series},
url = {http://proceedings.physics.cz/images/proc21/pan.pdf},
year = {2020}
}
TY - JOUR
ID - 45725
AU - Pánis, Radim - Kološ, Martin - Stuchlík, Zdeněk
PY - 2020
TI - Detection of chaotic behavior in time series
PB - Slezská univerzita v Opavě, Fyzikální ústav v Opavě
CY - Opava
SN - 9788075104328
KW - chaos
KW - fractal dimension
KW - recurrence quantification analysis
KW - machine learning
KW - logistic map
KW - time series
KW - tent map
UR - http://proceedings.physics.cz/images/proc21/pan.pdf
N2 - Deterministic chaos is phenomenon from nonlinear dynamics and it belongs togreatest advances of twentieth-century science. Chaotic behavior appears apart ofmathematical equations also in wide range in observable nature, so as in there orig-inating time series. Chaos in time series resembles stochastic behavior, but apart ofrandomness it is totally deterministic and therefore chaotic data can provide us use-ful information. Therefore it is essential to have methods, which are able to detectchaos in time series, moreover to distinguish chaotic data from stochastic one. Herewe present and discuss the performance of standard and machine learning methodsfor chaos detection and its implementation on two well known simple chaotic dis-crete dynamical systems - Logistic map and Tent map, which fit to the most of thedefinitions of chaos.
ER -
PÁNIS, Radim, Martin KOLOŠ a Zdeněk STUCHLÍK. Detection of chaotic behavior in time series. In \textit{Proceedings of RAGtime 22: Workshops on black holes and neutron stars}. Opava: Slezská univerzita v Opavě, Fyzikální ústav v Opavě, 2020, s.~221-231. ISBN~978-80-7510-432-8.
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