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Determinism test for very short time series
Phys. Rev. E 71, 036219 – Published 23 March, 2005
DOI: https://doi.org/10.1103/PhysRevE.71.036219
Abstract
A test for determinism suitable for time series shorter than 100 points is presented, and applied to numerical and observed data. The method exploits the linear dependence in the expression which describes the growth of small separations between trajectories in chaotic systems.
Article Text
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