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Revisiting the role of correlation coefficient to distinguish chaos from noise
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In this paper, the authors show that for some chaotic series with dominant embedded cyclical component(s), when modelled through a newly developed scheme of periodic decomposition, will yield high correlation coefficient even for long prediction time intervals, thus leading to a wrong assessment of inherent chaoticity.Abstract:
The correlation coefficient vs. prediction time profile has been widely used to distinguish chaos from noise. The correlation coefficient remains initially high, gradually decreasing as prediction time increases for chaos and remains low for all prediction time for noise. We here show that for some chaotic series with dominant embedded cyclical component(s), when modelled through a newly developed scheme of periodic decomposition, will yield high correlation coefficient even for long prediction time intervals, thus leading to a wrong assessment of inherent chaoticity. But if this profile of correlation coefficient vs. prediction horizon is compared with the profile obtained from the surrogate series, correct interpretations about the underlying dynamics are very much likely.read more
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Analysis of the stick-slip vibration of a new brake pad with double-layer structure in automobile brake system
TL;DR: In this paper, the authors established a dynamic model of a new brake system with two-layer structure to explore the mechanism of vibration and noise reduction of a brake pad with new structure and analyzed the effects of the double-layer pad on the stability and stick-slip vibration characteristics of the brake system.
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Detection of nonlinearity and chaoticity in time series using the transportation distance function
TL;DR: A systematic two-step framework to assess the presence of nonlinearity and chaoticity in time series using the transportation distance function, the newly proposed discriminating statistic, offers several advantages over traditional measures of non linearity.
Journal ArticleDOI
Scaling Analysis and Evolution Equation of the North Atlantic Oscillation Index Fluctuations
TL;DR: The North Atlantic Oscillation (NAO) monthly index is studied from 1825 till 2002 in order to identify the scaling ranges of its fluctuations upon different delay times and to find out whether or not it can be regarded as a Markov process.
Journal ArticleDOI
Scaling analysis and evolution equation of the North Atlantic Oscillation index fluctuations
TL;DR: The North Atlantic Oscillation (NAO) monthly index is studied from 1825 till 2002 in order to identify the scaling ranges of its fluctuations upon different delay times and to find out whether or not it can be regarded as a Markov process as mentioned in this paper.
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