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Colleen D. Cutler - Scaling structures, chaos, and determinism in time series



COLLEEN D. CUTLER, Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario  N2L 3G1, Canada
Scaling structures, chaos, and determinism in time series


The influence of ideas from chaos theory in numerous fields of science has led to the development of new interest in and new methods of searching for underlying structure and deterministic chaos in time series. Many of these methods have centred around ideas of scaling (various concepts of fractal dimension, such as correlation dimension, information dimension, and pointwise dimension) and notions of embedding (reconstruction of hidden state space from an observed time series). In this talk we will review these ideas and methods and relate them to notions of chaos, predictability, and determinism in time series.


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