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- Path: sparky!uunet!usc!elroy.jpl.nasa.gov!ames!agate!agate!usenet
- From: mbk@lyapunov.ucsd.edu (Matt Kennel)
- Newsgroups: comp.archives
- Subject: [alt.fractals] Program to test for noise vs. chaos
- Followup-To: alt.fractals,comp.theory.dynamic-sys,sci.econ,sci.geo.fluids,sci.math.stat,sci.math,sci.physics,sci.astro,sci.bio,comp.dsp,sci.med
- Date: 21 Aug 1992 07:13:40 GMT
- Organization: Institute For Nonlinear Science, UCSD
- Lines: 174
- Approved: adam@soda.berkeley.edu
- Distribution: world
- Message-ID: <172534INNgig@agate.berkeley.edu>
- References: <16kasdINNjci@network.ucsd.edu>
- NNTP-Posting-Host: soda.berkeley.edu
- X-Original-Newsgroups: alt.fractals,comp.theory.dynamic-sys,sci.econ,sci.geo.fluids,sci.math.stat,sci.math,sci.physics,sci.astro,sci.bio,comp.dsp,sci.med
- X-Original-Date: 16 Aug 1992 01:26:37 GMT
-
- Archive-name: auto/alt.fractals/Program-to-test-for-noise-vs-chaos
-
- I've recently written anew a program to implement the statistical test
- to test a given dataset the hypothesis of low-dimensional chaos vs. the
- hypothesis of random noise. The program's now available for public
- distribution.
-
- You can FTP to 'lyapunov.ucsd.edu', log in with username "anonymous"
- and access the archive from there. (cd into /pub first).
-
- Here's the new README file.
-
- cheers,
- Matt
-
- ========================================================================
- Hello there! I'm running an archive site of a preprints and programs
- for nonlinear dynamics, signal processing, and related subjects The node
- name is "lyapunov.ucsd.edu" (132.239.86.10) at the Institute for Nonlinear
- Science, UC San Diego. Login in with anonymous FTP, username "anonymous" and
- password = your email address. You are looking at the pub/README file.
-
- I encourage other people to contribute what they might find useful. If you
- wish to do so, contact me at the email address below.
-
- Matt Kennel
- mbk@inls1.ucsd.edu
- 5/31/92
-
- PS: It would be considerate if you download things and seriously use them,
- that you email me or whoever the contact is, perhaps to discuss what you're
- working on, or to clarify things. Just a way of keeping in touch with the
- others in this business. Thanks, matt.
- ==========================================================================
- New Things: 8/15/92
-
- In directory "inls-ucsd"
- -----------------------------------------------------------------------
- 1) In files "nvc_program_ansi_c.tar.Z" and "nvc_program_old_c.tar.Z"
-
- Programs to implement the method described below in the "noise_vs_chaos"
- paper. Program by Matt Kennel. Choose the version appropriate to
- which kind of C compiler you have. There is also a binary for Sun4
- computers.
-
- ==========================================================================
- Contents as of 8/15/92
- =======================
-
- In directory "univ-wuerzberg-germany"
- -----------------------------------------------------------------------
- 1) In directory "mutinfo-1.21" and tar file "mutinfo-1.21.tar.Z":
- And also directory "redund-1.0" and tar file "redund-1.0.tar.Z"
-
- Program to compute Mutual Information, using Andy Fraser's algorithm.
- Program package kindly provided by Thomas-Martin Kruel, Institute
- for Physical Chemistry, Wuerzburg University, Germany. Program
- "redund" is for higher dimensions. (Ed: Watch out though--mutual information
- requires lots of data in high dimensions)
-
- 2) In directory "hyperchaos_in_a_surface_reaction" and tar file
- hyperchaos_in_a_surface_reaction.tar. *NEW 7/16/92*
-
- This is a poster presented at the international conference
-
- "Dortmunder Dynamische Woche: Spatio-Temporal Organization in
- Nonequilibrium Systems"
-
- held at Herdecke near Dortmund (Germany) from June 21 to 26, 1992.
- Thomas-Martin Kruel, July 10th, 1992.
- <kruel@phys-chemie.uni-wuerzburg.dbp.de>
-
- 3) In directory "lce-1.10" and tar file "lce-1.10.tar.Z":
-
- This is LCE, a program package to compute the complete spectrum
- of Lyapunov exponents from time series of experimental data.
- The current version is 1.10 as of Oct 11, 1991. *NEW 7/16/92*
-
- For a complete description of theory and algorithms, see:
-
- Th.-M. Kruel, M. Eiswirth und F.W. Schneider, "Computation of Lyapunov
- Spectra: Effect of Interactive Noise and Application to a Chemical
- Oscillator", Physica D, to appear (1992).
-
- See also:
-
- M.Sano and Y.Sawada, "Measurement of the Lyapunov Spectrum from a Chaotic
- Time Series", Prog.Theor.Phys. 55, 1082 (1985).
-
- where the basic idea appeared first.
-
- {editorial note: See also "local_exponents" paper and
- "lyp-noise" paper below and references therein---mbk}
-
- In directory "inls-ucsd"
- -----------------------------------------------------------------------
- 1) In directory "lyp-noise":
-
- Paper: Reggie Brown, "Computing Lyapunov Exponents for Short and/or
- Noisy Data Sets". Preprint submitted to PRL.
-
- This paper in fact describes a procedure for modelling using orthogonal
- polynomials that seems quite robust to noise and relatively easy to
- implement. The orthogonal function expansion ought to be useful for
- general modelling problems as well. *** NEW 7/28/92 ***
-
- 2) In directory "embedding" and tar file "embedding.tar.Z":
-
- Program and paper text for minimum embedding dimension
- calculation. Paper by MB Kennel, R Brown, and HDI Abarbanel,
- program by MB Kennel. Published: Phys Rev A March 15 (1992).
-
- 3) In directory "fractal_image_processing", and tar file
- "fractal_image_processing.tar":
-
- Demo programs, and expository paper for fractal image
- decompression, SPARC & PC, by Yuval Fisher, UCSD
-
- 4) In directory "local_exponents" and tar fiel "local_exponents.tar.Z":
-
- Paper, "Local Lyapunov Exponents Computed from Observed Data",
- by HDI Abarbanel, R Brown, and MB Kennel, UCSD. To be published
- in Journal of Nonlinear Science, 1992.
-
- 5) In directory "noise_vs_chaos", and tar file "noise_vs_chaos.tar.Z"
-
- Paper, "A Method to Distinguish Possible Chaos From Colored Noise
- and Determine Embedding Parameters", by MB Kennel, and S Isabelle, UCSD & MIT
- To be published in Phys Rev A, September 15, 1992.
-
- 6) In files "nvc_program_ansi_c.tar.Z" and "nvc_program_old_c.tar.Z"
-
- Programs to implement the method described above in the "noise_vs_chaos"
- paper. Program by Matt Kennel. Choose the version appropriate to
- which kind of C compiler you have. There is also a binary for Sun4
- computers.
-
-
- In directory "univ-melbourne"
- -----------------------------------------------------------------------
- 1) In directory "embed", a program to do the Broomhead-King SVD embedding
- procedure, by Louis Mittoni.
- Completely self contained. *** NEW 7/28/92 ***
-
- In directory "univ-portland"
- -----------------------------------------------------------------------
- 1) In directory "mutinfo_fraser", Andy Fraser's program to compute
- mutual information. *** NEW 7/28/92 ***
-
- *****************************************************************************
- Please note that all subdirectories have their entire contents duplicated
- in a ".tar.Z" file, so if you're getting the whole thing, it's faster and
- easier on my logs to just to pick up the single file instead. If you're
- downloading a .Z file, make sure to type "binary" on a line by itself
- to the FTP program before you download! Also note that this machine is
- just another workstation on our network and is sometimes slow because
- somebody's working on the console.
- *****************************************************************************
-
- Good luck.
-
- If you're interested in submitting things and just have general questions,
- feel free to contact me,
-
- Matt Kennel
- mbk@inls1.ucsd.edu
-
-
- --
- -Matt Kennel mbk@inls1.ucsd.edu
- -Institute for Nonlinear Science, University of California, San Diego
- -*** AD: Archive for nonlinear dynamics papers & programs: FTP to
- -*** lyapunov.ucsd.edu, username "anonymous".
-
-