Anti-deterministic behaviour of discrete systems that are less predictable than noise

Krzysztof Urbanowicz (), Holger Kantz and Janusz A. Holyst

Physica A: Statistical Mechanics and its Applications, 2005, vol. 350, issue 2, 189-198

Abstract: We present a new type of deterministic dynamical behaviour that is less predictable than white noise. We call it anti-deterministic (AD) because time series corresponding to the dynamics of such systems do not generate deterministic lines in recurrence plots for small thresholds. We show that although the dynamics is chaotic in the sense of exponential divergence of nearby initial conditions and although some properties of AD data are similar to white noise, the AD dynamics is in fact, less predictable than noise and hence is different from pseudo-random number generators.

Keywords: Deterministic data; Time series; Discrete systems (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:350:y:2005:i:2:p:189-198

DOI: 10.1016/j.physa.2004.11.065

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