Title :
Relationship between logistic chaos and randomness using a matrix of probabilities and its application to the classification of time series: The line from chaos point to the reversed type of chaos is perpendicular to that from randomness´s point to its re
Author :
Arita, Seizaburo
Author_Institution :
Kansai Med. Univ., Hirakata, Japan
Abstract :
Chaos theory has been applied to analyze the dynamics of time series in many fields. Some primary questions that are addressed are "What distinguished chaos from randomness?" or "What is the relationship between chaos and randomness". In this paper, by converting the time series of {Xn} to the series of signs of {Δxn} such that Δxn = xn+1 - xn, logistic chaos can be represented by a probability matrix. Applying the probability matrices of the logistic chaos and randomness gives the following geometric property: The line from the point of chaos characterized type is perpendicular to the line from the point of randomness to that of the reversed type. Although the probability matrix is a necessary condition of time series, it can be applied to introduce distances from the time series of data to the quasi-chaos or the quasi-randomness and to propose a classification method for time series.
Keywords :
chaos; matrix algebra; pattern classification; time series; classification method; geometric property; logistic chaos; necessary condition; probability matrix; randomness; time series classification; time series dynamics; Chaos; Computational modeling; Equations; Logistics; Mathematical model; Matrix converters; Time series analysis; Logistic Chaos; Probability matrix; classification of time series; randomness; time series;
Conference_Titel :
Soft Computing and Intelligent Systems (SCIS), 2014 Joint 7th International Conference on and Advanced Intelligent Systems (ISIS), 15th International Symposium on
DOI :
10.1109/SCIS-ISIS.2014.7044908