Phys. Rev. E 53, 2169 (1996) - Detecting differences between delay vector distributions

Detecting differences between delay vector distributions

C. Diks, W. R. van Zwet, F. Takens, and J. DeGoede

Phys. Rev. E 53, 2169 – Published 1 March 1996

Abstract

We propose a test for the null hypothesis that two sets of vectors are drawn from the same multidimensional probability distribution. The application to delay vector distributions provides a test for the null hypothesis that two time series have been generated by the same mechanism. © 1996 The American Physical Society.

Received 21 August 1995

DOI:https://doi.org/10.1103/PhysRevE.53.2169

©1996 American Physical Society

Authors & Affiliations

Department of Physiology, Leiden University, P.O. Box 9604, 2300 RC Leiden, The Netherlands

Department of Mathematics and Computer Science, Leiden University, P.O. Box 9512, 2300 RA Leiden, The Netherlands

Department of Mathematics, Groningen University, P.O. Box 800, 9700 AV Groningen, The Netherlands

Department of Physiology, Leiden University, P.O. Box 9604, 2300 RC Leiden, The Netherlands

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Issue

Vol. 53, Iss. 3 — March 1996

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