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| Cagdas Ozgenc... |
 Posted: Wed Nov 12, 2008 12:10 am |
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Guest
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Greetings,
Excuse me if the following questions are trivial as I am very new to
the field.
I would like to know the names of common tests used to identify
whether the behavior of a time series is due to stochastic components
or due to chaotic nature of the underlying system. If I have a chaotic
system with some mild stochastic disturbances, is there any measure
that would tell me how much (what percent or some other metric) of the
disturbances of caused by the random component? Would "False Nearest
Neighbor" test work in the presence of mild (small perturbances to
phase space) random components to estimate embedding dimension? What
are some good methods to estimate Lyapunov exponent in the presence of
mild random components (or is it possible to estimate in the first
place)?
Thanks in advance. |
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