Chaos in computer performance

Modern computer microprocessors are composed of hundreds of millions of transistors that interact through intricate protocols. Their performance during program execution may be highly variable and present aperiodic oscillations. In this paper, we apply current nonlinear time series analysis techniques to the performances of modern microprocessors during the execution of prototypical programs. Our results present pieces of evidence strongly supporting that the high variability of the performance dynamics during the execution of several programs display low-dimensional deterministic chaos, with sensitivity to initial conditions comparable to textbook models. Taken together, these results show that the instantaneous performances of modern microprocessors constitute a complex (or at least complicated) system and would benefit from analysis with modern tools of nonlinear and complexity science

Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea

A chaotic approach to rainfall disaggregation

The importance of high-resolution rainfall data to understanding the intricacies of the dynamics of hydrological processes and describing them in a sophisticated and accurate way has been increasingly realized. The last decade has witnessed a number of studies and numerous approaches to the possibility of transformation of rainfall data from one scale to another, nearly unanimously pointing to such a possibility. However, an important limitation of such approaches is that they treat the rainfall process as a realization of a stochastic process, and therefore there seems to be a lack of connection between the structure of the models and the underlying physics of the rainfall process. The present study introduces a new framework based on the notion of deterministic chaos to investigate the behavior of the dynamics of rainfall transformation between different temporal scales aimed toward establishing this connection. Rainfall data of successively doubled resolutions (i.e., 6, 12, 24, 48, 96, and 192 hours) observed at Leaf River basin, in the state of Mississippi, United States of America, are studied. The correlation dimension method is employed to investigate the presence of chaos in the rainfall transformation. The finite and low correlation dimensions obtained for the distributions of weights between rainfall data of different scales indicate the existence of chaos in the rainfall transformation, suggesting the applicability of a chaotic model. The formulation of a simple chaotic disaggregation model and its application to the Leaf River rainfall data provides encouraging results with practical potential. The disaggregation model results themselves indicate the presence of chaos in the dynamics of rainfall transformation, providing support for the results obtained using the correlation dimension method

The chaotic solar cycle II. Analysis of cosmogenic 10Be data

Context. The variations of solar activity over long time intervals using a solar activity reconstruction based on the cosmogenic radionuclide 10Be measured in polar ice cores are studied. Methods. By applying methods of nonlinear dynamics, the solar activity cycle is studied using solar activity proxies that have been reaching into the past for over 9300 years. The complexity of the system is expressed by several parameters of nonlinear dynamics, such as embedding dimension or false nearest neighbors, and the method of delay coordinates is applied to the time series. We also fit a damped random walk model, which accurately describes the variability of quasars, to the solar 10Be data and investigate the corresponding power spectral distribution. The periods in the data series were searched by the Fourier and wavelet analyses. The solar activity on the long-term scale is found to be on the edge of chaotic behavior. This can explain the observed intermittent period of longer lasting solar activity minima. Filtering the data by eliminating variations below a certain period (the periods of 380 yr and 57 yr were used) yields a far more regular behavior of solar activity. A comparison between the results for the 10Be data with the 14C data shows many similarities. Both cosmogenic isotopes are strongly correlated mutually and with solar activity. Finally, we find that a series of damped random walk models provides a good fit to the 10Be data with a fixed characteristic time scale of 1000 years, which is roughly consistent with the quasi-periods found by the Fourier and wavelet analyses.Comment: 8 pages, 11 figure

A survey of random processes with reinforcement

The models surveyed include generalized P\'{o}lya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.Comment: Published at http://dx.doi.org/10.1214/07-PS094 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org