1,727 research outputs found
Surrogate time series
Before we apply nonlinear techniques, for example those inspired by chaos
theory, to dynamical phenomena occurring in nature, it is necessary to first
ask if the use of such advanced techniques is justified "by the data". While
many processes in nature seem very unlikely a priori to be linear, the possible
nonlinear nature might not be evident in specific aspects of their dynamics.
The method of surrogate data has become a very popular tool to address such a
question. However, while it was meant to provide a statistically rigorous,
foolproof framework, some limitations and caveats have shown up in its
practical use. In this paper, recent efforts to understand the caveats, avoid
the pitfalls, and to overcome some of the limitations, are reviewed and
augmented by new material. In particular, we will discuss specific as well as
more general approaches to constrained randomisation, providing a full range of
examples. New algorithms will be introduced for unevenly sampled and
multivariate data and for surrogate spike trains. The main limitation, which
lies in the interpretability of the test results, will be illustrated through
instructive case studies. We will also discuss some implementational aspects of
the realisation of these methods in the TISEAN
(http://www.mpipks-dresden.mpg.de/~tisean) software package.Comment: 28 pages, 23 figures, software at
http://www.mpipks-dresden.mpg.de/~tisea
Cutting and Shuffling a Line Segment: Mixing by Interval Exchange Transformations
We present a computational study of finite-time mixing of a line segment by
cutting and shuffling. A family of one-dimensional interval exchange
transformations is constructed as a model system in which to study these types
of mixing processes. Illustrative examples of the mixing behaviors, including
pathological cases that violate the assumptions of the known governing theorems
and lead to poor mixing, are shown. Since the mathematical theory applies as
the number of iterations of the map goes to infinity, we introduce practical
measures of mixing (the percent unmixed and the number of intermaterial
interfaces) that can be computed over given (finite) numbers of iterations. We
find that good mixing can be achieved after a finite number of iterations of a
one-dimensional cutting and shuffling map, even though such a map cannot be
considered chaotic in the usual sense and/or it may not fulfill the conditions
of the ergodic theorems for interval exchange transformations. Specifically,
good shuffling can occur with only six or seven intervals of roughly the same
length, as long as the rearrangement order is an irreducible permutation. This
study has implications for a number of mixing processes in which
discontinuities arise either by construction or due to the underlying physics.Comment: 21 pages, 10 figures, ws-ijbc class; accepted for publication in
International Journal of Bifurcation and Chao
Complexity spectrum of some discrete dynamical systems
We first study birational mappings generated by the composition of the matrix
inversion and of a permutation of the entries of matrices. We
introduce a semi-numerical analysis which enables to compute the Arnold
complexities for all the possible birational transformations. These
complexities correspond to a spectrum of eighteen algebraic values. We then
drastically generalize these results, replacing permutations of the entries by
homogeneous polynomial transformations of the entries possibly depending on
many parameters. Again it is shown that the associated birational, or even
rational, transformations yield algebraic values for their complexities.Comment: 1 LaTex fil
Delay Parameter Selection in Permutation Entropy Using Topological Data Analysis
Permutation Entropy (PE) is a powerful tool for quantifying the
predictability of a sequence which includes measuring the regularity of a time
series. Despite its successful application in a variety of scientific domains,
PE requires a judicious choice of the delay parameter . While another
parameter of interest in PE is the motif dimension , Typically is
selected between and with or giving optimal results for the
majority of systems. Therefore, in this work we focus solely on choosing the
delay parameter. Selecting is often accomplished using trial and error
guided by the expertise of domain scientists. However, in this paper, we show
that persistent homology, the flag ship tool from Topological Data Analysis
(TDA) toolset, provides an approach for the automatic selection of . We
evaluate the successful identification of a suitable from our TDA-based
approach by comparing our results to a variety of examples in published
literature
- …