Detecting chaos from a time series

Stane Kodba, Matjaž Perc, Marko Marhl
2004 European journal of physics  
The chaotic behaviour of a driven resonant circuit is studied directly from the experimental data. We use basic nonlinear time series analysis methods that are appropriate for undergraduate courses. Mutual information and false nearest neighbours are explained in detail, and used to obtain the best possible attractor reconstruction. For the reconstructed attractor, a determinism test is performed and the largest Lyapunov exponent is calculated. We show that the largest Lyapunov exponent is
more » ... ov exponent is positive, which is a strong indicator for the chaotic behaviour of the system. To help the reader reproduce our results and to facilitate further applications on other experimental systems, we provide user-friendly programs with graphical interface for each implemented method on our Web page.
doi:10.1088/0143-0807/26/1/021 fatcat:uwwa7f5rxjbcvbyoevvcwxyx54