A test for nonlinearity in time series : application to 3C 345

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Session 40 -- Numerical Techniques and Models
Display presentation, Tuesday, 10, 1995, 9:20am - 6:30pm

[40.05] A test for nonlinearity in time series : application to 3C 345

A.D.Nair, Alex G. Smith (Astronomy Dept., Univ. of Florida)

A technique based on mutual information and redundancy for detecting nonlinearity in time series is described. The technique distinguishes between a deterministic time series and gaussian random noise time series based on the behavior of redundancies. An understanding of the dynamics can be developed by studying redundancies as a function of time lag and embedding dimension. This technique has been applied to the optical light curve of the OVV quasar 3C345.

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