chaos.zip (42.1 kB)
The Chaos Decision Tree Algorithm
softwaremodified on 2019-10-17, 08:36
This code implements the Chaos Decision Tree Algorithm, which uses surrogate testing, de-noising, and the modified 0-1 test for chaos to quickly and automatically determine if a time-series is stochastic, periodic, or chaotic (meaning that it's generated from a system with exponential sensitivity to initial conditions). We also include code to simulate a variety of stochastic, periodic, and chaotic datasets.