Attractor reconstruction for nonlinear systems: A methodological note
attractor reconstructionchaoscorrelation dimensiondelay coordinatesLyapunov exponentsnonlinear time-series
Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Dynamical systems in biology (37N25) Ecology (92D40)
Lyapunov spectra and prediction algorithms provide important information about a dynamical system and can be used, for instance, for selection of an appropriate scale for study. However, extracting this information from an attractor reconstruction requires great care. The authors present methods for attractor reconstruction and illustrate the consequences for estimation of prediction error and the Lyapunov spectrum. NEWLINENEWLINENEWLINEThe main idea of attractor reconstruction is to use a single system output to create a set of new coordinates that preserve the invariant properties of the system. This may be accomplished by exploiting the method introduced by \textit{F. Takens} [Detecting strange attractors in turbulence, in: Dynamical systems and turbulence, Proc. Symp., Coventry 1980, Lect. Notes Math. 898, 366-381 (1981; Zbl 0513.58032)] One uses delay coordinates to construct a set of state vectors NEWLINE\[NEWLINE x(n)=(x(n),x(n+T),x(n+2T),\ldots,x(n+(d_e-1)T)), NEWLINE\]NEWLINE where \(x(n)\) is the observable state variable at discrete time \(n, T\) is delay, and \(d_e\) is called the embedding dimension. Results highlight the need of care to be taken in choosing \(d_e\) such that underlying dynamical attractor is faithfully reconstructed, and the number of vectors chosen to represent the system must capture all of the essential dynamics.
- State space reconstruction techniques and the accuracy of prediction
- RECONSTRUCTING DYNAMICS FROM OBSERVABLES: THE ISSUE OF THE DELAY PARAMETER REVISITED
- Problems in estimating dynamics from data
- Reconstructing attractors from filtered time series
- Distortions of reconstruction for chaotic attractors
- HOW MANY DELAY COORDINATES DO YOU NEED?
- Characteristic Scales of Reconstruction Distortions
- scientific article; zbMATH DE number 2209499
- Phase space reconstruction for symmetric dynamical systems
- Calculation of Lyapunov exponents avoiding spurious elements
- Complex dynamics in a model microbial system
- Determining Lyapunov exponents from a time series
- Embedology
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- Independent coordinates for strange attractors from mutual information.
- Practical evaluation of invariant measures for the chaotic response of a two-frequency excited mechanical oscillator
- Robust estimation of tangent maps and Liapunov spectra
- Seasonality and chaos in a plankton-fish model
- Singular-value decomposition in attractor reconstruction: Pitfalls and precautions
- Time-delay coordinates and polynomial mappings.
- An adaptive reconstruction of chaotic attractors out of their single trajectories.
- State space reconstruction techniques and the accuracy of prediction
- A new technique to generate independent periodic attractors in the state space of nonlinear dynamic systems
- scientific article; zbMATH DE number 5826857 (Why is no real title available?)
- ATTRACTOR MODELING AND EMPIRICAL NONLINEAR MODEL REDUCTION OF DISSIPATIVE DYNAMICAL SYSTEMS
- RECONSTRUCTING DYNAMICS FROM OBSERVABLES: THE ISSUE OF THE DELAY PARAMETER REVISITED
- On the structure of time-delay embedding in linear models of non-linear dynamical systems
- Attractor reconstruction of self-excited mechanical systems
- Causal discovery in symmetric dynamic systems with convergent cross mapping
- Reconstruction and prediction of the in-cylinder pressure attractor of an internal combustion engine using locally constant models
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