Recurrence plot statistics and the effect of embedding

Recurrence plots provide a graphical representation of the recurrent patterns in a timeseries, the quantification of which is a relatively new field. Here we derive analytical expressions which relate the values of key statistics, notably determinism and entropy of line length distribution, to the correlation sum as a function of embedding dimension. These expressions are obtained by deriving the transformation which generates an embedded recurrence plot from an unembedded plot. A single unembedded recurrence plot thus provides the statistics of all possible embedded recurrence plots. If the correlation sum scales exponentially with embedding dimension, we show that these statistics are determined entirely by the exponent of the exponential. This explains the results of Iwanski and Bradley (Chaos 8 [1998] 861-871) who found that certain recurrence plot statistics are apparently invariant to embedding dimension for certain low-dimensional systems. We also examine the relationship between the mutual information content of two timeseries and the common recurrent structure seen in their recurrence plots. This allows time-localized contributions to mutual information to be visualized. This technique is demonstrated using geomagnetic index data; we show that the AU and AL geomagnetic indices share half their information, and find the timescale on which mutual features appear

Organization of the magnetosphere during substorms

The change in degree of organization of the magnetosphere during substorms is investigated by analyzing various geomagnetic indices, as well as interplanetary magnetic field z-component and solar wind flow speed. We conclude that the magnetosphere self-organizes globally during substorms, but neither the magnetosphere nor the solar wind become more predictable in the course of a substorm. This conclusion is based on analysis of five hundred substorms in the period from 2000 to 2002. A minimal dynamic-stochastic model of the driven magnetosphere that reproduces many statistical features of substorm indices is discussed

Attractor reconstruction of an impact oscillator for parameter identification

Peer reviewedPreprin

Detecting Determinism in High Dimensional Chaotic Systems

A method based upon the statistical evaluation of the differentiability of the measure along the trajectory is used to identify in high dimensional systems. The results show that the method is suitable for discriminating stochastic from deterministic systems even if the dimension of the latter is as high as 13. The method is shown to succeed in identifying determinism in electro-encephalogram signals simulated by means of a high dimensional system.Comment: 8 pages (RevTeX 3 style), 5 EPS figures, submitted to Phys. Rev. E (25 apr 2001

How to avoid potential pitfalls in recurrence plot based data analysis

Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools for the investigation of a variety of problems. The increasing interest encompasses the growing risk of misuse and uncritical application of these methods. Therefore, we point out potential problems and pitfalls related to different aspects of the application of recurrence plots and recurrence quantification analysis

Incompleteness of relational simulations in the blocking paradigm

Refinement is the notion of development between formal specifications For specifications given in a relational formalism downward and upward simulations are the standard method to verify that a refinement holds their usefulness based upon their soundness and joint completeness This is known to be true for total relational specifications and has been claimed to hold for partial relational specifications in both the non-blocking and blocking interpretations In this paper we show that downward and upward simulations in the blocking interpretation where domains are guards are not Jointly complete This contradicts earlier claims in the literature We illustrate this with an example (based on one recently constructed by Reeves and Streader) and then construct a proof to show why Joint completeness fails in general (C) 2010 Elsevier B V All rights reserve

The dynamics of laser droplet generation

We propose an experimental setup allowing for the characterization of laser droplet generation in terms of the underlying dynamics, primarily showing that the latter is deterministically chaotic by means of nonlinear time series analysis methods. In particular, we use a laser pulse to melt the end of a properly fed vertically placed metal wire. Due to the interplay of surface tension, gravity force and light-metal interaction, undulating pendant droplets are formed at the molten end, which eventually completely detach from the wire as a consequence of their increasing mass. We capture the dynamics of this process by employing a high-speed infrared camera, thereby indirectly measuring the temperature of the wire end and the pendant droplets. The time series is subsequently generated as the mean value over the pixel intensity of every infrared snapshot. Finally, we employ methods of nonlinear time series analysis to reconstruct the phase space from the observed variable and test it against determinism and stationarity. After establishing that the observed laser droplet generation is a deterministic and dynamically stationary process, we calculate the spectra of Lyapunov exponents. We obtain a positive largest Lyapunov exponent and a negative divergence, i.e., sum of all the exponents, thus indicating that the observed dynamics is deterministically chaotic with an attractor as solution in the phase space. In addition to characterizing the dynamics of laser droplet generation, we outline industrial applications of the process and point out the significance of our findings for future attempts at mathematical modeling.Comment: 7 two-column pages, 8 figures; accepted for publication in Chaos [supplementary material available at http://www.matjazperc.com/chaos/laser.html