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Phys. Rev. Lett. 83, 3178–3181 (1999)

Recurrence Time Statistics for Chaotic Systems and Their Applications

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J. B. Gao
Department of Electrical Engineering, University of California at Los Angeles, Los Angeles, California 90095

Received 5 April 1999; published in the issue dated 18 October 1999

By studying recurrence time statistics for chaotic systems, we identify two different types of recurrences and develop scaling laws relating the mean recurrence time to the information dimension of the chaotic attractor. We then design two novel and simple ways of using the recurrence time statistics for analyzing transient as well as nonstationary time series. We show that the methods are capable of detecting nonstationarity due to drift of parameters, locating bifurcations, telling the periodicity of major transient periodic motions, and other types of changes in the dynamics.

© 1999 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevLett.83.3178
DOI:
10.1103/PhysRevLett.83.3178
PACS:
05.45.Tp, 02.50.Fz