Automatic measure of time series complexity: rapid spring test
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School of Electronics and Information Engineering, Soochow University, Suzhou 215006, China

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TP301

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    Abstract:

    A speed-up method of spring test on automatic measure for time series complexity is proposed, including the spring graph in 5-threshold compressed space and the construction creep (CC) rate. For its slow speed, the specific method uses peak and valley values fitting to simplify the spring diagram and to speed up the self-similarity measuring . We select wavelet mapping chaos, unified equation and Rossler hyperchaos equation as test equations. To take the bifurcation diagram as the basic comparison rule of geometric characteristics and to adopt the spectral entropy complexity (SEC) based on FFT as the gold standard. The results of spring self-similarity measure CC before and after the improvement are compared; The calculation time and stability of each test method is given.The results show that the improved method can distinguish between period and chaos and elevate the resolution ratio of hyperchaos and chaos significantly with 2 to 20 times hoisting in terms of time. This work contributes an improved spring test method for the signal complexity measure featured with automatic parameter selection for distinguishing periodic, chaotic and random states. The essence is to extract the asymmetric nonlinear statistical invariants of three-dimensional phase diagram (the spring diagram).

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  • Online: May 16,2024
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