18,873 research outputs found
The Control of Dynamical Systems - Recovering Order from Chaos -
Following a brief historical introduction of the notions of chaos in
dynamical systems, we will present recent developments that attempt to profit
from the rich structure and complexity of the chaotic dynamics. In particular,
we will demonstrate the ability to control chaos in realistic complex
environments. Several applications will serve to illustrate the theory and to
highlight its advantages and weaknesses. The presentation will end with a
survey of possible generalizations and extensions of the basic formalism as
well as a discussion of applications outside the field of the physical
sciences. Future research avenues in this rapidly growing field will also be
addressed.Comment: 18 pages, 9 figures. Invited Talk at the XXIth International
Conference on the Physics of Electronic and Atomic Collisions (ICPEAC), July
22-27, 1999 (Sendai, Japan
Maximum approximate entropy and r threshold: A new approach for regularity changes detection
Approximate entropy (ApEn) has been widely used as an estimator of regularity
in many scientific fields. It has proved to be a useful tool because of its
ability to distinguish different system's dynamics when there is only available
short-length noisy data. Incorrect parameter selection (embedding dimension
, threshold and data length ) and the presence of noise in the signal
can undermine the ApEn discrimination capacity. In this work we show that
() can also be used as a feature to
discern between dynamics. Moreover, the combined use of and
allows a better discrimination capacity to be accomplished, even in
the presence of noise. We conducted our studies using real physiological time
series and simulated signals corresponding to both low- and high-dimensional
systems. When is incapable of discerning between different
dynamics because of the noise presence, our results suggest that
provides additional information that can be useful for classification purposes.
Based on cross-validation tests, we conclude that, for short length noisy
signals, the joint use of and can significantly decrease
the misclassification rate of a linear classifier in comparison with their
isolated use
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 maximum likelihood based technique for validating detrended fluctuation analysis (ML-DFA)
Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of
long-range temporal correlations in time series. Signals with long-range
temporal correlations are typically defined as having a power law decay in
their autocorrelation function. The output of DFA is an exponent, which is the
slope obtained by linear regression of a log-log fluctuation plot against
window size. However, if this fluctuation plot is not linear, then the
underlying signal is not self-similar, and the exponent has no meaning. There
is currently no method for assessing the linearity of a DFA fluctuation plot.
Here we present such a technique, called ML-DFA. We scale the DFA fluctuation
plot to construct a likelihood function for a set of alternative models
including polynomial, root, exponential, logarithmic and spline functions. We
use this likelihood function to determine the maximum likelihood and thus to
calculate values of the Akaike and Bayesian information criteria, which
identify the best fit model when the number of parameters involved is taken
into account and over-fitting is penalised. This ensures that, of the models
that fit well, the least complicated is selected as the best fit. We apply
ML-DFA to synthetic data from FARIMA processes and sine curves with DFA
fluctuation plots whose form has been analytically determined, and to
experimentally collected neurophysiological data. ML-DFA assesses whether the
hypothesis of a linear fluctuation plot should be rejected, and thus whether
the exponent can be considered meaningful. We argue that ML-DFA is essential to
obtaining trustworthy results from DFA.Comment: 22 pages, 7 figure
Neighbourhood detection and indentification of spatio-temporal dynamical systems using a coarse-to-fine approach
A novel approach to the determination of the neighbourhood and the identification of spatio-temporal dynamical systems is investigated. It is shown that thresholding to convert the pattern to a binary pattern and then applying cellular automata (CA) neighbourhood detection methods can provide an initial estimate of the neighbourhood. A coupled map lattice model can then be identified using the CA detected neighbourhood as the initial conditions. This provides a coarse-to-fine approach for neighbourhood detection and identification of coupled map lattice models. Three examples are used to demonstrate the application of the new approach
Computational Intelligence in Exchange-Rate Forecasting
This paper applies computational intelligence methods to exchange rate forecasting. In particular, it employs neural network methodology in order to predict developments of the Euro exchange rate versus the U.S. Dollar and the Japanese Yen. Following a study of our series using traditional as well as specialized, non-parametric methods together with Monte Carlo simulations we employ selected Neural Networks (NNs) trained to forecast rate fluctuations. Despite the fact that the data series have been shown by the Rescaled Range Statistic (R/S) analysis to exhibit random behaviour, their internal dynamics have been successfully captured by certain NN topologies, thus yielding accurate predictions of the two exchange-rate series.Exchange - rate forecasting, Neural networks
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