Testing for nonlinearity in time series: the method of surrogate data
Conference proceedings on Interpretation of time series from nonlinear mechanical systems
Hi-index | 0.98 |
We investigate the properties of a marine dynamical system by means of time series of the sea-level height at four locations in the Saronicos Gulf in the Aegean Sea, Greece. In order to characterize the dynamics, we estimate the dimension of the underlying system attractor, and we compute its Lyapunov exponents. Dimension estimates indicate that the dynamics can be explained by a low-dimensional deterministic dynamical system. Lyapunov exponent estimates further substantiate the above conclusion, while at the same time, indicate that the dynamical system is a rather nonuniform chaotic one.