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
Distribution: world
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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".