Chaotic Time Series Analysis

By Zonghua Liu. 2010

103 citations recorded by the source corpus.

Chaotic dynamical systems are ubiquitous in nature and most of them does not have an explicit dynamical equation and can be only understood through the available time series. We here briefly review the basic concepts of time series and its analytic tools, such as dimension, Lyapunov exponent, Hilbert transform, and attractor reconstruction. Then we discuss its applications in a few fields such as the construction of differential equations, identification of synchronization and coupling direction, coherence resonance, and traffic data analysis in Internet.

Subfields: Computer Networks and Communications, Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/65605137a981c67ef1ea03ad568714230a90bea2