A look into chaos detection through topological data analysis
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Publication:2115534
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 - 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.
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- scientific article; zbMATH DE number 5375533
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Cited in
(10)- Detecting bifurcations in dynamical systems with CROCKER plots
- On detecting dynamical regime change using a transformation cost metric between persistent homology diagrams
- A modified 0-1 test for chaos detection in oversampled time series observations
- A wavelet-based tool for studying non-periodicity
- Topological analysis of temporal hypergraphs
- Fuzzy Lyapunov exponents placement for chaos stabilization
- Persistence of Weighted Ordinal Partition Networks for Dynamic State Detection
- Refinements to the boundary transformation vector representation of attractor shape deformation to enhance system parameter identification
- Topology-based denoising of chaos
- Topological characterization and early detection of bifurcations and chaos in complex systems using persistent homology
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