A new criterion to distinguish stochastic and deterministic time series with the Poincare section and fractal dimension

作者：Golestani Abbas^*; Jahed Motlagh M R; Ahmadian K; Omidvarnia Amir H; Mozayani Nasser

来源：Chaos, 2009, 19(1): 013137.

DOI：10.1063/1.3096413

• chaos
• decision making
• eye
• fractals
• medical signal processing
• Poincare mapping
• stochastic processes
• time series

In this paper, we propose a new method for detecting regular behavior of time series: this method is based on the Poincare section and the Higuchi fractal dimension. The new method aims to distinguish random signals from deterministic signals. In fact, our method provides a pattern for decision making about whether a signal is random or deterministic. We apply this method to different time series, such as chaotic signals, random signals, and periodic signals. We apply this method to examples from all types of route to chaotic signals. This method has also been applied to data about iris tissues. The results show that the new method can distinguish different types of signals.

• 出版日期2009-3