1. Zoran Rajilic,
Republic of Srpska, Bosnia and Herzegovina
The goal of the time series analysis is to find out the state of the signal source. It is of interest in robotics, hydrodynamics, seismology, physiology and many other fields. We consider here regular and chaotic time series, containing Gaussian noise of low level, as well as stochastic time series of length 600. Chaotic time series are constructed solving Lorenz, Rikitake, Ueda and similar equations. For subseries of length 300, we compute the minimal (MinL) and maximal (MaxL) value of a quantity formally similar to angular momentum. We find corresponding MinLMaxL diagrams for different types of stochasticity, chaos and regularity. Then we can characterize behavior of the signal source using diagram of the measured time series.
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Date:
05.01.2013.
Paper file