D 2020

Detection of chaotic behavior in time series

PÁNIS, Radim; Martin KOLOŠ and Zdeněk STUCHLÍK

Basic information

Original name

Detection of chaotic behavior in time series

Authors

PÁNIS, Radim (703 Slovakia, belonging to the institution); Martin KOLOŠ (203 Czech Republic, belonging to the institution) and Zdeněk STUCHLÍK (203 Czech Republic, belonging to the institution)

Edition

Opava, Proceedings of RAGtime 22: Workshops on black holes and neutron stars, p. 221-231, 11 pp. 2020

Publisher

Slezská univerzita v Opavě, Fyzikální ústav v Opavě

Other information

Language

English

Type of outcome

Proceedings paper

Field of Study

10308 Astronomy

Country of publisher

Czech Republic

Confidentiality degree

is not subject to a state or trade secret

Publication form

printed version "print"

References:

RIV identification code

RIV/47813059:19630/20:A0000053

Organization unit

Institute of physics in Opava

ISBN

978-80-7510-432-8

ISSN

EID Scopus

2-s2.0-85101177719

Keywords in English

chaos; fractal dimension; recurrence quantification analysis; machine learning; logistic map; time series; tent map

Tags

Tags

International impact

Links

EF19_073/0016951, research and development project.
Changed: 19/4/2021 18:11, Mgr. Pavlína Jalůvková

Abstract

In the original language

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.