Surrogate Test to Distinguish between Chaotic and Pseudoperiodic Time Series

Details Surrogate Test to Distinguish between Chaotic and Pseudoperiodic Time Series Surrogate Test to Distinguish between Chaotic and Pseudoperiodic Time Series

2004-04-29

arxiv.org/abs/nlin/0404054v3

Phys. Rev. E 71, 026230 (2005)

Nonlinear Sciences

Chaotic Dynamics

Accepted version, to appear in Phys. Rev. E

Scientific paper

10.1103/PhysRevE.71.026230

In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates. Unlike other algorithms, this method properly copes with pseudoperiodic orbits contaminated with linear colored observational noise. We will demonstrate the ability of this algorithm to distinguish chaotic orbits from pseudoperiodic orbits through simulation data sets from theR\"{o}ssler system. As an example of application of this algorithm, we will also employ it to investigate a human electrocardiogram (ECG) record.

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