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

dc.contributor.author	Armand Eyebe Fouda, J. S.
dc.contributor.author	Bodo, Bertrand
dc.contributor.author	Sabat, Samrat L.
dc.contributor.author	Effa, J. Yves
dc.date.accessioned	2022-03-27T06:43:28Z
dc.date.available	2022-03-27T06:43:28Z
dc.date.issued	2014-01-01
dc.description.abstract	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.
dc.identifier.citation	International Journal of Bifurcation and Chaos. v.24(5)
dc.identifier.issn	02181274
dc.identifier.uri	10.1142/S0218127414500631
dc.identifier.uri	https://www.worldscientific.com/doi/abs/10.1142/S0218127414500631
dc.identifier.uri	https://dspace.uohyd.ac.in/handle/1/9927
dc.subject	0-1 test
dc.subject	Chaos detection
dc.subject	Lorenz system
dc.title	A modified 0-1 test for chaos detection in oversampled time series observations
dc.type	Journal. Article
dspace.entity.type

Now showing 1 - 1 of 1