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Is correlation dimension a reliable indicator of low-dimensional chaos in short hydrological time series?

机译:相关维数是短水文时间序列中低维混沌的可靠指标吗?

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摘要

The reliability of the correlation dimension estimation in short hydrological time series is investigated using an inverse approach. According to this approach, first predictions are made using the phase-space reconstruction technique and the artificial neural networks. The correlation dimension is estimated next independently and is compared with the prediction results. A short hydrological series, monthly runoff series of 48 years (with a total of only 576 values) observed at the Coaracy Nunes/Araguari River watershed in northern Brazil, is studied. The correlation dimension results are in reasonably good agreement with the optimal embedding dimension obtained from the phase-space method and the optimal number of inputs from the neural networks. No underestimation of the correlation dimension is observed due to the small data size, rather there seems to be a slight overestimation due to the presence of noise in the data. The results indicate that the accuracy of the correlation dimension may not be judged on the basis of the length of the time series but on whether the time series is long enough to reasonably represent the dynamical changes in the system. Such an observation suggests that the correlation dimension could indeed be a reliable indicator of low-dimensional chaos even in short hydrological time series, which is certainly encouraging news for hydrologists who often have to deal with short time series.
机译:利用逆方法研究了短水文时间序列中相关维数估计的可靠性。根据这种方法,首先使用相空间重构技术和人工神经网络进行预测。接下来独立地估计相关维度,并将其与预测结果进行比较。在巴西北部的Coaracy Nunes / Araguari河流域观察到了一个短的水文序列,即48年的月径流序列(总共只有576个值)。相关维数结果与通过相空间方法获得的最佳嵌入维数以及来自神经网络的最佳输入数具有良好的一致性。由于数据量较小,因此未观察到相关维数的低估,而由于数据中存在噪声,因此似乎略有高估。结果表明,相关维数的准确性可能不是根据时间序列的长度来判断,而是根据时间序列是否足够长以合理地表示系统的动态变化来判断。这样的观察表明,即使在较短的水文时间序列中,相关维数确实可以作为低维混沌的可靠指标,这对于经常不得不处理短时间序列的水文学家来说无疑是一个令人鼓舞的消息。

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