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Detection of chaotic determinism in time series from randomly forced maps. (English) Zbl 0913.62080
Summary: Time series from biological systems often display fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely “noise”. Despite this effort, it has been difficult to establish the presence of chaos in time series from biological systems. The output from a biological system is probably the result of both its internal dynamics, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components.
We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes, i.e., a positive characteristic exponent that leads to sensitivity to initial conditions. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P10 Applications of statistics to biology and medical sciences; meta analysis
37D45 Strange attractors, chaotic dynamics of systems with hyperbolic behavior
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