A computationally simple and robust method to detect determinism in a time series

Research output: Contribution to journalJournal articleResearchpeer-review

Sheng Lu, Ki Hwan Ju, Jørgen K. Kanters, Ki H Chon

We present a new, simple, and fast computational technique, termed the incremental slope (IS), that can accurately distinguish between deterministic from stochastic systems even when the variance of noise is as large or greater than the signal, and remains robust for time-varying signals. The IS method is more accurate than the widely utilized Poincare plot analysis especially when the data are severely contaminated by noise. The efficacy of the IS is demonstrated with several simulated deterministic and stochastic signals.
Original languageEnglish
JournalI E E E Engineering in Medicine and Biology Society. Conference Proceedings
Volume1
Pages (from-to)763-6
Number of pages4
ISSN2375-7477
DOIs
Publication statusPublished - 1 Jan 2006

    Research areas

  • Algorithms, Computer Simulation, Diagnosis, Computer-Assisted, Models, Biological, Numerical Analysis, Computer-Assisted, Signal Processing, Computer-Assisted, Time Factors

ID: 33911556