Study of the chaotic behaviour of temperature time series processes

I. A. Botygin; V. A. Tartakovsky; V. S. Sherstnev; A. I. Sherstneva; N. P. Shkulov

doi:10.1117/12.2602969

15 December 2021 Study of the chaotic behaviour of temperature time series processes

I. A. Botygin, V. A. Tartakovsky, V. S. Sherstnev, A. I. Sherstneva, N. P. Shkulov

Proceedings Volume 11916, 27th International Symposium on Atmospheric and Ocean Optics, Atmospheric Physics; 119165K (2021) https://doi.org/10.1117/12.2602969
Event: 27th International Symposium on Atmospheric and Ocean Optics, Atmospheric Physics, 2021, Moscow, Russian Federation

Abstract

The results of the nonlinearity analysis of the temperature time series with different sampling steps are presented. The values of statistical functions describing the amount of information contained in one time series relative to another are calculated. The graphs of the Lyapunov exponent plotted. The nonlinearity of the studied time series was checked using White's test and Terasvirt's test. In both tests, Fisher's criteria and chi-square's criteria reject the null hypothesis, i.e. confirm the nonlinearity nature of the time series under study.

Citation Download Citation

I. A. Botygin, V. A. Tartakovsky, V. S. Sherstnev, A. I. Sherstneva, and N. P. Shkulov "Study of the chaotic behaviour of temperature time series processes", Proc. SPIE 11916, 27th International Symposium on Atmospheric and Ocean Optics, Atmospheric Physics, 119165K (15 December 2021); https://doi.org/10.1117/12.2602969

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