Time Series Analysis of Chaotic Dynamical Systems
by
Sandra Hayes
City University of New York
Coauthors: Yunping Jiang

One approach to explain the apparent randomness of a deterministic system is from the perspective of time series analysis. The iterates of an interval self-map are now the random variables with respect to a measure preserved by the map. When the map is piecewise linear and preserves Lebesgue measure, the induced time series is a first order autoregression. If the map has certain symmetries, the time series is white noise.

Date received: February 22, 2007