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用于混沌时间序列的可见性图元方法。

Visibility graphlet approach to chaotic time series.

作者信息

Mutua Stephen, Gu Changgui, Yang Huijie

机构信息

Business School, University of Shanghai for Science and Technology, Shanghai 200093, People's Republic of China.

出版信息

Chaos. 2016 May;26(5):053107. doi: 10.1063/1.4951681.

Abstract

Many novel methods have been proposed for mapping time series into complex networks. Although some dynamical behaviors can be effectively captured by existing approaches, the preservation and tracking of the temporal behaviors of a chaotic system remains an open problem. In this work, we extended the visibility graphlet approach to investigate both discrete and continuous chaotic time series. We applied visibility graphlets to capture the reconstructed local states, so that each is treated as a node and tracked downstream to create a temporal chain link. Our empirical findings show that the approach accurately captures the dynamical properties of chaotic systems. Networks constructed from periodic dynamic phases all converge to regular networks and to unique network structures for each model in the chaotic zones. Furthermore, our results show that the characterization of chaotic and non-chaotic zones in the Lorenz system corresponds to the maximal Lyapunov exponent, thus providing a simple and straightforward way to analyze chaotic systems.

摘要

已经提出了许多将时间序列映射到复杂网络的新方法。尽管现有方法可以有效地捕捉一些动力学行为,但混沌系统时间行为的保留和跟踪仍然是一个未解决的问题。在这项工作中,我们扩展了可见性子图方法来研究离散和连续混沌时间序列。我们应用可见性子图来捕捉重构的局部状态,从而将每个局部状态视为一个节点并向下游跟踪以创建时间链链接。我们的实证结果表明,该方法准确地捕捉了混沌系统的动力学特性。由周期性动态阶段构建的网络在混沌区域中对于每个模型都收敛到规则网络和独特的网络结构。此外,我们的结果表明,洛伦兹系统中混沌和非混沌区域的特征与最大李雅普诺夫指数相对应,从而提供了一种简单直接的方法来分析混沌系统。

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