Generalized Auto-Correlation and its Application in Deterministic Chaos of Continuous Non-Stationary Time Series
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Abstract
The paper first modifies the notion of auto-correlation between two stages of a signal, so that it is applicable to any time series,
stationary/ non-stationary. Next it generalizes the notion further to compare three stages of the time series simultaneously. The comparison is based on two even / uneven time-delays with two/ three dimensional correlogram diagrams. As a result three stages of the time series may be simultaneously tested to be independent. As an application, continuous non-stationary signals like ECG and music signals are investigated for the existence of deterministic chaos in two and three dimensions.
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1.
Sanjay Kumar Palit, Sayan Mukherjee, D. K. Bhattacharya. Generalized Auto-Correlation and its Application in Deterministic Chaos of Continuous Non-Stationary Time Series. J. Int. Acad. Phys. Sci. [Internet]. 2011 Jun. 15 [cited 2024 May 10];15(2):153-74. Available from: https://www.iaps.org.in/journal/index.php/journaliaps/article/view/593
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