Identification of Chaos Phenomenon using the Classical Nonparametric Tests
- Authors
- 박영선; 최항석; 최은선; 차경준; 박문일; 오재응
- Issue Date
- Mar-2006
- Publisher
- 한국데이터정보과학회
- Keywords
- Chaos; Deterministic dynamic system; Nonparametric test; Chaos; Deterministic dynamic system; Nonparametric test
- Citation
- 한국데이터정보과학회지, v.17, no.1, pp.95 - 113
- Indexed
- KCI
- Journal Title
- 한국데이터정보과학회지
- Volume
- 17
- Number
- 1
- Start Page
- 95
- End Page
- 113
- URI
- https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/181673
- ISSN
- 1598-9402
- Abstract
- The data resulting from a deterministic dynamic system may often appear to be random. However, it is important to distinguish a deterministic and a random processes for statistical analysis. In this paper, we propose a nonparametric test procedure to distinguish a noisy chaos from i.i.d. random process. The proposed procedure can be easily implemented by computer. We notice that the test is very effective to identify a low dimensional chaos process in some cases.
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