A look into chaos detection through topological data analysis

DOI10.1016/J.PHYSD.2020.132446zbMATH Open1493.37100arXiv1902.05918OpenAlexW2912192261MaRDI QIDQ2115534FDOQ2115534

Authors: Joshua R. Tempelman, Firas A. Khasawneh 

Publication date: 17 March 2022

Published in: Physica D (Search for Journal in Brave)

Abstract: Traditionally, computation of Lyapunov exponents has been the marque method for identifying chaos in a time series. Recently, new methods have emerged for systems with both known and unknown models to produce a definitive 0--1 diagnostic. However, there still lacks a method which can reliably perform an evaluation for noisy time series with no known model. In this paper, we present a new chaos detection method which utilizes tools from topological data analysis. Bi-variate density estimates of the randomly projected time series in the $p$-$q$ plane described in Gottwald and Melbourne's approach for 0--1 detection are used to generate a gray-scale image. We show that simple statistical summaries of the 0D sub-level set persistence of the images can elucidate whether or not the underlying time series is chaotic. Case studies on the Lorenz and Rossler attractors as well as the Logistic Map are used to validate this claim. We demonstrate that our test is comparable to the 0--1 correlation test for clean time series and that it is able to distinguish between periodic and chaotic dynamics even at high noise-levels. However, we show that neither our persistence based test nor the 0--1 test converge for trajectories with partially predicable chaos, i.e. trajectories with a cross-distance scaling exponent of zero and a non-zero cross correlation.

Full work available at URL: https://arxiv.org/abs/1902.05918

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zbMATH Keywords

persistent homologytime seriestopological data analysischaos detection

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Topological data analysis (62R40)

Cites Work

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Cited In (8)

• On detecting dynamical regime change using a transformation cost metric between persistent homology diagrams
• Detecting bifurcations in dynamical systems with CROCKER plots
• Refinements to the boundary transformation vector representation of attractor shape deformation to enhance system parameter identification
• Topological analysis of temporal hypergraphs
• Persistence of Weighted Ordinal Partition Networks for Dynamic State Detection
• A wavelet-based tool for studying non-periodicity
• Fuzzy Lyapunov exponents placement for chaos stabilization
• Topology-based denoising of chaos

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