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Distinction of Chaos from Randomness Is Not Possible from the Degree Distribution of the Visibility and Phase Space
Alexandros K Angelidis1,2, Konstantinos Goulas1, Charalampos Bratsas2
1Department of Mathematics, Aristotle University of Thessaloniki, 54124 Thessaloniki, Greece.
Abstract:
We investigate whether it is possible to distinguish chaotic time series from random time series using network theory. In this perspective, we selected four methods to generate graphs from time series: the natural, the horizontal, the limited penetrable horizontal visibility graph, and the phase space reconstruction method. These methods claim that the distinction of chaos from randomness is possible by studying the degree distribution of the generated graphs. We evaluated these methods by computing the results for chaotic time series from the 2D Torus Automorphisms, the chaotic Lorenz system, and a random sequence derived from the normal distribution. Although the results confirm previous studies, we found that the distinction of chaos from randomness is not generally possible in the context of the above methodologies.
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