IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v38y2008i2p364-373.html
   My bibliography  Save this article

Qualitative feature extractions of chaotic systems

Author

Listed:
  • Vicha, T.
  • Dohnal, M.

Abstract

The theory of chaos offers useful tools for systems analysis. However, models of complex systems are based on a network of inconsistent, space and uncertain knowledge items. Traditional quantitative methods of chaos analysis are therefore not applicable. The paper by the same authors [Vicha T, Dohnal M. Qualitative identification of chaotic systems behaviours. Chaos, Solitons & Fractals, in press, [Log. No. 601019] ] presents qualitative interpretation of some chaos concepts. There are only three qualitative values positive/increasing, negative/decreasing and zero/constant. It means that any set of qualitative multidimensional descriptions of unsteady state behaviours is discrete and finite. A finite upper limit exists for the total number of qualitatively distinguishable scenarios. A set of 21 published chaotic models is solved qualitatively and 21 sets of all existing qualitative scenarios are presented. The intersection of all 21 scenario sets is empty. There is no such a behaviour which is common for all 21 models. The set of 21 qualitative models (e.g. Lorenz, Rössler) can be used to compare chaotic behaviours of an unknown qualitative model with them to evaluate if its chaotic behaviours is close to e.g. Lorenz chaotic model and how much.

Suggested Citation

  • Vicha, T. & Dohnal, M., 2008. "Qualitative feature extractions of chaotic systems," Chaos, Solitons & Fractals, Elsevier, vol. 38(2), pages 364-373.
  • Handle: RePEc:eee:chsofr:v:38:y:2008:i:2:p:364-373
    DOI: 10.1016/j.chaos.2008.01.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077908000155
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2008.01.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Vicha, T. & Dohnal, M., 2008. "Qualitative identification of chaotic systems behaviours," Chaos, Solitons & Fractals, Elsevier, vol. 38(1), pages 70-78.
    2. Gilmore, Claire G., 1993. "A new test for chaos," Journal of Economic Behavior & Organization, Elsevier, vol. 22(2), pages 209-237, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Xia, 2009. "Si’lnikov chaos and Hopf bifurcation analysis of Rucklidge system," Chaos, Solitons & Fractals, Elsevier, vol. 42(4), pages 2208-2217.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Matilla-García, Mariano & Marín, Manuel Ruiz, 2010. "A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 600-614, December.
    2. Gilmore, Claire G., 2001. "An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory," Global Finance Journal, Elsevier, vol. 12(1), pages 139-151.
    3. Vinodh Madhavan & Rakesh Arrawatia, 2016. "Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective," Studies in Microeconomics, , vol. 4(2), pages 127-150, December.
    4. Madhavan, Vinodh, 2013. "Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests," Global Finance Journal, Elsevier, vol. 24(3), pages 266-279.
    5. Adrián Fernández-P�rez & Fernando Fernández-Rodr�guez & Simón Sosvilla-Rivero, 2012. "Exploiting trends in the foreign exchange markets," Applied Economics Letters, Taylor & Francis Journals, vol. 19(6), pages 591-597, April.
    6. Chen, Shu-Heng & Lux, Thomas & Marchesi, Michele, 2001. "Testing for non-linear structure in an artificial financial market," Journal of Economic Behavior & Organization, Elsevier, vol. 46(3), pages 327-342, November.
    7. Belaire-Franch, Jorge, 2004. "Testing for non-linearity in an artificial financial market: a recurrence quantification approach," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 483-494, August.
    8. Emilian Lucian NEACSU & Marcela Daniela TODONI, 2014. "A Way To Determine Chaotic Behaviour In Romanian Stock Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 207-214, December.
    9. Sungwon Kim & Vijay Singh & Youngmin Seo & Hung Kim, 2014. "Modeling Nonlinear Monthly Evapotranspiration Using Soft Computing and Data Reconstruction Techniques," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(1), pages 185-206, January.
    10. Faggini, Marisa, 2010. "Chaos detection in economics. Metric versus topological tools," MPRA Paper 30928, University Library of Munich, Germany.
    11. Espinosa Méndez, Christian, 2005. "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper 2794, University Library of Munich, Germany, revised 30 Jun 2006.
    12. Ferreira, Fernando F & Francisco, Gerson & Machado, Birajara S & Muruganandam, Paulsamy, 2003. "Time series analysis for minority game simulations of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 321(3), pages 619-632.
    13. Marisa Faggini, 2011. "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers 25, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    14. Karel Doubravský & Alena Kocmanová & Mirko Dohnal, 2018. "Analysis of Sustainability Decision Trees Generated by Qualitative Models Based on Equationless Heuristics," Sustainability, MDPI, vol. 10(7), pages 1-18, July.
    15. Doubravsky, Karel & Dohnal, Mirko, 2018. "Qualitative equationless macroeconomic models as generators of all possible forecasts based on three trend values—Increasing, constant, decreasing," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 30-36.
    16. Haoming Shi & Fei Xu & Jinfu Cheng & Victor Shi, 2023. "Exploring the Evolution of the Food Chain under Environmental Pollution with Mathematical Modeling and Numerical Simulation," Sustainability, MDPI, vol. 15(13), pages 1-17, June.
    17. Marisa Faggini & Bruna Bruno & Anna Parziale, 2022. "Toward Reverse Engineering to Economic Analysis: An Overview of Tools and Methodology," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(2), pages 1414-1432, June.
    18. Dohnal, Mirko, 2016. "Complex biofuels related scenarios generated by qualitative reasoning under severe information shortages: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 676-684.
    19. McKenzie, Michael D., 2001. "Chaotic behavior in national stock market indices: New evidence from the close returns test," Global Finance Journal, Elsevier, vol. 12(1), pages 35-53.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:38:y:2008:i:2:p:364-373. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.