A computationally simple and robust method to detect determinism in a time series
Research output: Contribution to journal › Journal article › Research › peer-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.
|Journal||I E E E Engineering in Medicine and Biology Society. Conference Proceedings|
|Number of pages||4|
|Publication status||Published - 1 Jan 2006|
- Algorithms, Computer Simulation, Diagnosis, Computer-Assisted, Models, Biological, Numerical Analysis, Computer-Assisted, Signal Processing, Computer-Assisted, Time Factors