Abstract
A quantitative measure of determinism in a recurrent time series is developed. Specifically, scalar time series data are used to form a vector series in reconstructed phase space. A statistic is then developed to measure the observed ‘‘continuity’’ of the vector series. The statistic is used as a measure of determinism. Several examples are included to demonstrate the effectiveness of the method.
- Received 19 October 1992
DOI:https://doi.org/10.1103/PhysRevLett.70.580
©1993 American Physical Society
