Statistical Test for Dynamical Nonstationarity in Observed Time-Series Data

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dc.creatorKennel, Matthew B.
dc.date1995-12-21
dc.date.accessioned2026-07-07T09:07:51Z
dc.date.available2026-07-07T09:07:51Z
dc.descriptionInformation in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some underlying slow changes in parameters have taken place. The method examines a fundamental object in nonlinear dynamics, the geometry of orbits in state space, with corrections to overcome difficulties in real dynamical data which cause naive statistics to fail.
dc.descriptionREVTEX, 4 encapsulated postscript figures, in uuencoded, gzipped tar archive; email: kennel@msr.epm.ornl.gov
dc.identifierhttps://arxiv.org/abs/chao-dyn/9512005
dc.identifierhttp://arxiv.org/abs/chao-dyn/9512005
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/150518
dc.subjectChaotic Dynamics
dc.titleStatistical Test for Dynamical Nonstationarity in Observed Time-Series Data
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