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True and false forbidden patterns in deterministic and random dynamics

Authors :
Samuel Zambrano
José M. Amigó
Miguel A. F. Sanjuán
Amigo, J. M.
Zambrano, S
Sanjuan, M. A. F.
Source :
Europhysics Letters (EPL). 79:50001
Publication Year :
2007
Publisher :
IOP Publishing, 2007.

Abstract

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.

Details

ISSN :
12864854 and 02955075
Volume :
79
Database :
OpenAIRE
Journal :
Europhysics Letters (EPL)
Accession number :
edsair.doi.dedup.....c1944265bedbd57bbe83a66e69d51f93