Advanced algorithms for the analysis of data sequences in Matlab

Cílem této práce je se seznámení s možnostmi programu Matlab z hlediska detailní analýzy deterministických dynamických systémů. Jedná se především o analýzu časové posloupnosti a o nalezení Lyapunových exponentů. Dalším cílem je navrhnout algoritmus umožňující specifikovat chování systému na základě znalosti příslušných diferenciálních rovnic. To znamená, nalezení chaotických systémů.This work aims to familiarize with the possibilities of Matlab in terms of detailed analysis of deterministic dynamical systems. This is essentially a analysis of time series and finding Lyapunov exponents. Another objective is to design an algorithm allowing to specify the system behavior based on knowledge of the relevant differential equations. That means finding chaotic systems.

On the estimation of the correlation dimension and its application to radar reflector discrimination

Recently, system theorists have recognized that low order systems of nonlinear differential equations can give rise to solutions which are neither periodic, constant, nor predictable in steady state, but which are nonetheless bounded and deterministic. This behavior, which was first described in the study of weather systems, has been termed 'chaotic.' Much study of chaotic systems has concentrated on analysis of the systems' phase space attractors. It has been recognized that invariant measures of the attractor possess inherent information about the system. One such measure is the dimension of the attractors. The dimension of a chaotic attractor has been shown to be noninteger, leading to the term 'strange attractor;' the attractor is said to have a fractal structure. The correlation dimension has become one of the most popular measures of dimension. However, many problems have been identified in correlation dimension estimation from time sequences. The most common methods for obtaining the correlation dimension have been least squares curves fitting to find the slope of the correlation integral and the Takens Estimator. However, these estimates show unacceptable sensitivity to the upper limit on the distance chosen. Here, a new method is proposed which is shown to be rather insensitive to the upper limit and to perform in a very stable manner, at least in the absence of noise. The correlation dimension is also shown to be an effective discriminant in distinguishing between radar returns resulting from weather and those from the ground. The weather returns are shown to have a correlation dimension generally between 2.0 and 3.0, while ground returns have a correlation dimension exceeding 3.0

Recurrence-based time series analysis by means of complex network methods

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts have been spent on applying network-based concepts also for the analysis of dynamically relevant higher-order statistical properties of time series. Notably, many corresponding approaches are closely related with the concept of recurrence in phase space. In this paper, we review recent methodological advances in time series analysis based on complex networks, with a special emphasis on methods founded on recurrence plots. The potentials and limitations of the individual methods are discussed and illustrated for paradigmatic examples of dynamical systems as well as for real-world time series. Complex network measures are shown to provide information about structural features of dynamical systems that are complementary to those characterized by other methods of time series analysis and, hence, substantially enrich the knowledge gathered from other existing (linear as well as nonlinear) approaches.Comment: To be published in International Journal of Bifurcation and Chaos (2011