Automatic estimation of attractor invariants

DOI10.1007/S11071-017-3974-3MaRDI QIDQ1649946zbMATH OpenOpenAlexFDO

Authors Juan F. Restrepo, Gastón Schlotthauer

Publication date 29 June 2018

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.10334

zbMATH Keywords

correlation dimensioncorrelation entropyU-correlation integral

Mathematics Subject Classification ID

Topological and differentiable equivalence, conjugacy, moduli, classification of dynamical systems (37C15) Attractors and repellers of smooth dynamical systems and their topological structure (37C70) Time series analysis of dynamical systems (37M10)

Abstract: The invariants of an attractor have been the most used resource to characterize a nonlinear dynamics. Their estimation is a challenging endeavor in short-time series and/or in presence of noise. In this article we present two new coarse-grained estimators for the correlation dimension and for the correlation entropy. They can be easily estimated from the calculation of two U-correlation integrals. We have also developed an algorithm that is able to automatically obtain these invariants and the noise level in order to process large data sets. This method has been statistically tested through simulations in low-dimensional systems. The results show that it is robust in presence of noise and short data lengths. In comparison with similar approaches, our algorithm outperforms the estimation of the correlation entropy.

Recommendations

• Estimating the correlation dimension of an attractor from noisy and small datasets based on re-embedding
• scientific article; zbMATH DE number 2220150
• A maximum likelihood approach to correlation dimension and entropy estimation
• Towards coherent estimation of correlation dimension
• Estimation of dynamical invariants without embedding by recurrence plots

Cites work

• A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series
• A method of estimating the noise level in a chaotic time series
• Applied nonlinear time series analysis. Applications in physics, physiology and finance.
• Chaos: A statistical perspective
• Correction of the Correlation Dimension for Noisy Time Series
• Dimensions and entropies of strange attractors from a fluctuating dynamics approach
• Entropy measures for biological signal analyses
• scientific article; zbMATH DE number 410124 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Improvement of \(K_ 2\)-entropy calculations by means of dimension scaled distances
• Measuring the strangeness of strange attractors
• Modified correlation entropy estimation for a noisy chaotic time series
• Nonlinear dynamics and chaos. With applications to physics, biology, chemistry, and engineering
• Nonlinear Time Series Analysis
• Nonlinear Time Series Analysis
• The effect of time delay on approximate \& sample entropy calculations

Cited in

(2)

• New types of nonlinear auto-correlations of bivariate data and their applications
• A maximum likelihood approach to correlation dimension and entropy estimation

This page was built for publication: Automatic estimation of attractor invariants

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1649946)