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A new characterization of chaos from a time series

Author

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  • Alves, P.R.L.
  • Duarte, L.G.S.
  • da Mota, L.A.C.P.

Abstract

In the reconstruction scheme, the global fitting is a basis for the approach to the time evolution of dynamic systems directly from time series. A new theory of dynamic characterization is present in the aim of this work. The least squares method determines the predictors in the Algebraic Computation environment. The program for diagnosing of time series run in a Maple environment. The computational routine determines a new quantifier of chaos. A test for theory and computational tools in periodic, chaotic and random systems is in the scope of this paper. An application of the method in a real-world time series gives a satisfactory result.

Suggested Citation

  • Alves, P.R.L. & Duarte, L.G.S. & da Mota, L.A.C.P., 2017. "A new characterization of chaos from a time series," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 323-326.
    • Handle: RePEc:eee:chsofr:v:104:y:2017:i:c:p:323-326
    DOI: 10.1016/j.chaos.2017.08.033
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    References listed on IDEAS

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    1. Kennedy, Judy A. & Stockman, David R., 2008. "Chaotic equilibria in models with backward dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 939-955, March.
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    Cited by:

    1. Alves, P.R.L. & Duarte, L.G.S. & da Mota, L.A.C.P., 2018. "Detecting chaos and predicting in Dow Jones Index," Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 232-238.
    2. Madalin Frunzete, 2022. "Quality Evaluation for Reconstructing Chaotic Attractors," Mathematics, MDPI, vol. 10(22), pages 1-11, November.
    3. Alves, P.R.L., 2022. "Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 480-499.
    4. Alves, P.R.L., 2020. "Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme," Chaos, Solitons & Fractals, Elsevier, vol. 134(C).

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