Abstract
Distinguishing different time series, which is determinant or stochastic, is an important task in signal processing. In this work, a correlation measure constructs Correlation Fuzzy Entropy (CFE) to discriminate Chaos and stochastic series. It can be employed to distinguish chaotic signals from ARIMA series with different noises. With specific embedding dimensions, we implemented the CFE features by analyzing two available online signature databases MCYT-100 and SVC2004. The accurate rates of the CFE-based models exceed 99.3%.
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