Ordinal Poincar\'e Sections: Reconstructing the First Return Map from an Ordinal Segmentation of Time Series
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Publication:6428035
DOI10.1063/5.0141438arXiv2303.00383OpenAlexW4376106053MaRDI QIDQ6428035FDOQ6428035
Authors: Zahra Shahriari, Shannon Dee Algar, David M. Walker, Michael Small 
Publication date: 1 March 2023
Abstract: We propose a robust and computationally efficient algorithm to generically construct first return maps of dynamical systems from time series without the need for embedding. Typically, a first return map is constructed using a heuristic convenience (maxima or zero-crossings of the time series, for example) or a computationally delicate geometric approach (explicitly constructing a Poincar'e section from a hyper-surface normal to the flow and then interpolating to determine intersections with trajectories). Our approach relies on ordinal partitions of the time series and builds the first return map from successive intersections with particular ordinal sequences. Generically, we can obtain distinct first return maps for each ordinal sequence. We define entropy-based measures to guide our selection of the ordinal sequence for a ``good first return map and show that this method can robustly be applied to time series from classical chaotic systems to extract the underlying first return map dynamics. The results are shown on several well-known dynamical systems (Lorenz, R{"o}ssler and Mackey-Glass in chaotic regimes).
Full work available at URL: https://doi.org/10.1063/5.0141438
Approximation methods and numerical treatment of dynamical systems (37Mxx) Graph theory (05Cxx) Inference from stochastic processes (62Mxx)
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