True and false forbidden patterns in deterministic and random dynamics
In this letter we discuss some properties of order patterns both in deterministic and random orbit generation. As it turns out, the orbits of one-dimensional maps have always forbidden patterns, i.e., order patterns that cannot occur, in contrast with random time series, in which any order pattern a...
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Published in | Europhysics letters Vol. 79; no. 5; pp. 50001 - 50001 ( 5) |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
IOP Publishing
01.09.2007
EDP Sciences |
Subjects | |
Online Access | Get full text |
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Summary: | In this letter we discuss some properties of order patterns both in deterministic and random orbit generation. As it turns out, the orbits of one-dimensional maps have always forbidden patterns, i.e., order patterns that cannot occur, in contrast with random time series, in which any order pattern appears with probability one. However, finite random sequences may exhibit “false” forbidden patterns with non-vanishing probability. In this case, forbidden patterns decay with the sequence length, thus unveiling the random nature of the sequence. Last but not least, true forbidden patterns are robust against noise and disintegrate with a rate that depends on the noise level. These properties can be embodied in a simple method to distinguish deterministic, finite time series with very high levels of observational noise, from random ones. We present numerical evidence for white noise. |
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Bibliography: | istex:7E1B324C8668BA1B46BD97BD1C6575C80D34557A ark:/67375/80W-WSJFDKDD-7 publisher-ID:epl10428 ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 0295-5075 1286-4854 |
DOI: | 10.1209/0295-5075/79/50001 |