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Dangers of Chaos Game RepresentationIEIC Technical Report (Institute of Electronics, Information and Communication Engineers) (2003)
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AbstractIterative function systems are often used for investigating fractal structures. The method is also referred as Chaos Game Representation (CGR), and is applied for representing characteristic structures of DNA sequences visually. In the present paper, we show spurious existence of characteristic structures of time series, if we apply the CGR to real time series. We reveal that the source of spurious identification comes from nonuniformity of the frequency histograms of the time series, which is often the case of analyzing real time series. We also show how to avoid such spurious identification by using the method of surrogate data and introducing conditional probabilities of the time series. (author abst.)
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