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A modified 0-1 test for chaos detection in oversampled time series observations

( 2014-01-01) Armand Eyebe Fouda, J. S. ; Bodo, Bertrand ; Sabat, Samrat L. ; Effa, J. Yves

The use of binary 0-1 test for chaos detection is limited to detect chaos in oversampled time series observations. In this paper we propose a modified 0-1 test in which, binary 0-1 test is applied to the discrete map of local maxima and minima of the original observable in contrast to the direct observable. The proposed approach successfully detects chaos in oversampled time series data. This is verified by simulating different numerical simulations of Lorenz and Duffing systems. The simulation results show the efficiency and computational gain of the proposed test for chaos detection in the continuous time dynamical systems. © 2014 World Scientific Publishing Company.