pyhctsa.operations.nonlinearity.zero_one_test

pyhctsa.operations.nonlinearity.zero_one_test(y, num_c=20, max_n=10000)

Modified 0-1 test for chaos.

Parameters:
y : array_like

Input scalar time series.

num_c : int, default=20

Number of frequencies c over which the statistics are computed.

max_n : int or "full", default=10000

Maximum number of samples to analyze. If “full”, use the complete time series.

Returns:

out

Kfloat

Median correlation statistic across frequencies.

Kstdfloat

Standard deviation of K across frequencies.

Dfloat

Median diffusion rate across frequencies.

Dstdfloat

Standard deviation of D across frequencies.

Return type:

dict

Notes

K ~ 0 indicates bounded/regular dynamics, whereas K ~ 1 indicates unbounded dynamics. Unbounded dynamics may be deterministic chaos or stochastic noise; the 0-1 test alone does not distinguish them.