Habilitation
Applicability of ordinal-array-based indicators to strange nonchaotic attractors
Abstract
Time series are useful for modeling systems behavior, for predicting some events (catastrophes, epidemics, weather, ...) or for classification purposes (pattern recognition, pattern analysis). Among the existing data analysis algorithms, ordinal pattern based algorithms have been shown effective when dealing with simulation data. However, when applied to quasi-periodically forced systems, they fail to detect SNA and tori as regular dynamics. In this work we address this concern by defining ordinal array (OA) based indicators, namely the OA complexity (OAC) and three OA asymptotic growth indices: the periodicity, the quasi-periodicity and the non-regularity index. OA growth indices allow to clearly distinguish between periodic and quasi-periodic dynamics, which is not possible with the existing ordinal pattern-based entropy and complexity measures. They clearly output integer values for periodic dynamics and non-integer values for SNA and quasi-periodic dynamics. SNA and quasi-periodic dynamics are distinguished from weakly chaotic dynamics by the sign of the non-regularity index: it is positive for chaotic data and negative for regular dynamics. A further test based on the dependence of the OA growth indices on the time series length allows us to distinguish between tori and SNA. Moreover, by defining the upper limits of the OA growth indices for purely random data, a classification between deterministic and stochastic data is achieved. The non-regularity index may also be used as a complexity measure for non-regular dynamics by considering large time series length, but the OAC still provides a better estimate of the complexity for moderate data length. So, OA growth indices are useful for determining the nature of the data series (periodic, quasi-periodic, chaotic or stochastic), while the OAC allows us to estimate the corresponding complexity. The four indicators thus defined constitute a complete tool for nonlinear data analysis applicable to any type of time series.
Sponsorship
Alexander von Humboldt foundationCitation
@phdthesis{urn:nbn:de:hebis:34-2017081053247,
author={Eyebe Fouda, Jean Sire Armand},
title={Applicability of ordinal-array-based indicators to strange nonchaotic attractors},
school={Kassel, Universität Kassel, Fachbereich Mathematik und Naturwissenschaften, Institut für Mathematik},
month={06},
year={2017}
}
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<resource xsi:schemaLocation="http://datacite.org/schema/kernel-2.2 http://schema.datacite.org/meta/kernel-2.2/metadata.xsd"> 2017-08-10T11:18:35Z 2017-08-10T11:18:35Z 2017-06-12 urn:nbn:de:hebis:34-2017081053247 http://hdl.handle.net/123456789/2017081053247 Alexander von Humboldt foundation eng Universität Kassel Urheberrechtlich geschützt https://rightsstatements.org/page/InC/1.0/ Ordinal pattern Complexity Chaos Strange nonchaotic attactor 004 Applicability of ordinal-array-based indicators to strange nonchaotic attractors Habilitation Time series are useful for modeling systems behavior, for predicting some events (catastrophes, epidemics, weather, ...) or for classification purposes (pattern recognition, pattern analysis). Among the existing data analysis algorithms, ordinal pattern based algorithms have been shown effective when dealing with simulation data. However, when applied to quasi-periodically forced systems, they fail to detect SNA and tori as regular dynamics. In this work we address this concern by defining ordinal array (OA) based indicators, namely the OA complexity (OAC) and three OA asymptotic growth indices: the periodicity, the quasi-periodicity and the non-regularity index. OA growth indices allow to clearly distinguish between periodic and quasi-periodic dynamics, which is not possible with the existing ordinal pattern-based entropy and complexity measures. They clearly output integer values for periodic dynamics and non-integer values for SNA and quasi-periodic dynamics. SNA and quasi-periodic dynamics are distinguished from weakly chaotic dynamics by the sign of the non-regularity index: it is positive for chaotic data and negative for regular dynamics. A further test based on the dependence of the OA growth indices on the time series length allows us to distinguish between tori and SNA. Moreover, by defining the upper limits of the OA growth indices for purely random data, a classification between deterministic and stochastic data is achieved. The non-regularity index may also be used as a complexity measure for non-regular dynamics by considering large time series length, but the OAC still provides a better estimate of the complexity for moderate data length. So, OA growth indices are useful for determining the nature of the data series (periodic, quasi-periodic, chaotic or stochastic), while the OAC allows us to estimate the corresponding complexity. The four indicators thus defined constitute a complete tool for nonlinear data analysis applicable to any type of time series. open access Eyebe Fouda, Jean Sire Armand Kassel, Universität Kassel, Fachbereich Mathematik und Naturwissenschaften, Institut für Mathematik Koepf, Wolfram (Prof. Dr.) Kneiss, Dorothee Rück, Georg (Prof. Dr.) Keller, Karstern (Dr.) Bilbault, Jean-Marie (Prof. Dr.) 62-07 02 05 Indikator Komplexität Algorithmus Seltsamer Attraktor 2017-06-12 </resource>
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