Chaotic Time Series Analysis

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, Hilber...

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Bibliographic Details
Main Author: Zonghua Liu
Format: Article
Language:English
Published: Hindawi Limited 2010-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2010/720190
Description
Summary: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.
ISSN:1024-123X
1563-5147