A direct method to detect deterministic and stochastic properties of data. (1st March 2022)

• Record Type: Journal Article
• Authors: Prado, Thiago Lima; Boaretto, Bruno Rafael Reichert; Corso, Gilberto; dos Santos Lima, Gustavo Zampier; Kurths, Jürgen; Lopes, Sergio Roberto
• Is Part Of: New journal of physics. Volume 24:Number 3(2022)
• Publication Date: 2022-03-01
• Subjects: stochastic and deterministic signals -- recurrence analysis -- quantifying deterministic and stochastic signals; Physics -- Periodicals; Physics; Periodicals; 530.05
• DOI: 10.1088/1367-2630/ac5057
• Languages: English
• ISSNs: 1367-2630

Abstract

Abstract: A fundamental question of data analysis is how to distinguish noise corrupted deterministic chaotic dynamics from time-(un)correlated stochastic fluctuations when just short length data is available. Despite its importance, direct tests of chaos vs stochasticity in finite time series still lack of a definitive quantification. Here we present a novel approach based on recurrence analysis, a nonlinear approach to deal with data. The main idea is the identification of how recurrence microstates and permutation patterns are affected by time reversibility of data, and how its behavior can be used to distinguish stochastic and deterministic data. We demonstrate the efficiency of the method for a bunch of paradigmatic systems under strong noise influence, as well as for real-world data, covering electronic circuit, sound vocalization and human speeches, neuronal activity, heart beat data, and geomagnetic indexes. Our results support the conclusion that the method distinguishes well deterministic from stochastic fluctuations in simulated and empirical data even under strong noise corruption, finding applications involving various areas of science and technology. In particular, for deterministic signals, the quantification of chaotic behavior may be of fundamental importance because it is believed that chaotic properties of some systems play important functional roles, opening doors to a better understanding and/or control of the physical mechanisms behind the generation of the signals.