Tests for nonlinearity in short stationary time series

Taeun Chang, Tim Sauer, Steven Schiff

Research output: Contribution to journalArticlepeer-review

25 Scopus citations


To compare direct tests for detecting determinism in chaotic time series, data from Hénon, Lorenz, and Mackey-Glass equations were contaminated with various levels of additive colored noise. These data were analyzed with a variety of recently developed tests for determinism, and the results compared.

Original languageEnglish (US)
Pages (from-to)118-126
Number of pages9
Issue number1
StatePublished - 1995

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Mathematical Physics
  • General Physics and Astronomy
  • Applied Mathematics


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