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Hurst exponent and translation error as discriminating measures to identify a chaotic nature of an experimental time series

Publication Type : Conference Proceedings

Publisher : Bifurcations and Instabilities in Fluid Dynamics, July 15-17, 2015, Paris, France

Source : Bifurcations and Instabilities in Fluid Dynamics, July 15-17, 2015, Paris, France (2015)

Url : https://www.researchgate.net/publication/283620789_Hurst_exponent_and_translation_error_as_discriminating_measures_to_identify_the_chaotic_nature_of_an_experimental_time_series

Campus : Coimbatore

School : School of Engineering

Center : Computational Engineering and Networking

Department : Mechanical Engineering

Year : 2015

Abstract : Identifying the existence of nonlinear structures in a time series acquired from real world systems, is necessary to distinguish chaos from correlated noise. Measures that detect temporal correlations in a time series might be insufficient to extract deterministic features from an experimental data that is contaminated with noise. Here, we employ surrogate methods to analyze experimental data obtained from an engineering system, a turbulent combustor, with Hurst exponent and translational error as discriminating measures. We conclude from the analysis that the noise level in the data could be sufficiently large to suppress the nonlinearities in the time series. Thus, the null hypothesis that the data is generated from a stochastic process cannot be rejected with sufficient confidence on a statistical basis. However, a high dimensional Mackey-Glass system also shows similar features in the presence of additive noise. Thus, we make a conjuncture that the experimental time series acquired during the stable operation in the turbulent combustor is generated from a high dimensional chaotic system contaminated with noise.

Cite this Research Publication : J. Tony, Dr. E. A. Gopalakrishnan, Sreelekha, E., and Sujith, R., “Hurst exponent and translation error as discriminating measures to identify a chaotic nature of an experimental time series”, Bifurcations and Instabilities in Fluid Dynamics, July 15-17, 2015, Paris, France. 2015.

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