Discriminating chaotic and stochastic dynamics through the permutation spectrum test

Preliminary evidence for chaotic signatures in host-microbe interactions

Host-microbe interactions constitute dynamical systems that can be represented by mathematical formulations that determine their dynamic nature and are categorized as deterministic, stochastic, or chaotic. Knowing the type of dynamical interaction is essential for understanding the system under study. Very little experimental work has been done to determine the dynamical characteristics of host-microbe interactions, and its study poses significant challenges. The most straightforward experimental outcome involves an observation of time to death upon infection. However, in measuring this outcome, the internal parameters and the dynamics of each particular host-microbe interaction in a population of interactions are hidden from the experimentalist. To investigate whether a time-to-death (time-to-event) data set provides adequate information for searching for chaotic signatures, we first determined our ability to detect chaos in simulated data sets of time-to-event measurements and successfully distinguished the time-to-event distribution of a chaotic process from a comparable stochastic one. To do so, we introduced an inversion measure to test for a chaotic signature in time-to-event distributions. Next, we searched for chaos in the time-to-death of Caenorhabditis elegans and Drosophila melanogaster infected with Pseudomonas aeruginosa or Pseudomonas entomophila, respectively. We found suggestions of chaotic signatures in both systems but caution that our results are preliminary and highlight the need for more fine-grained and larger data sets in determining dynamical characteristics. If validated, chaos in host-microbe interactions would have important implications for the occurrence and outcome of infectious diseases, the reproducibility of experiments in the field of microbial pathogenesis, and the prediction of microbial threats.IMPORTANCEIs microbial pathogenesis a predictable scientific field? At a time when we are dealing with coronavirus disease 2019, there is intense interest in knowing about the epidemic potential of other microbial threats and new emerging infectious diseases. To know whether microbial pathogenesis will ever be a predictable scientific field requires knowing whether a host-microbe interaction follows deterministic, stochastic, or chaotic dynamics. If randomness and chaos are absent from virulence, there is hope for prediction in the future regarding the outcome of microbe-host interactions. Chaotic systems are inherently unpredictable, although it is possible to generate short-term probabilistic models, as is done in applications of stochastic processes and machine learning to weather forecasting. Information on the dynamics of a system is also essential for understanding the reproducibility of experiments, a topic of great concern in the biological sciences. Our study finds preliminary evidence for chaotic dynamics in infectious diseases.

Chaotic signatures in host-microbe interactions

Host-microbe interactions constitute dynamical systems that can be represented by mathematical formulations that determine their dynamic nature, and are categorized as deterministic, stochastic, or chaotic. Knowing the type of dynamical interaction is essential for understanding the system under study. Very little experimental work has been done to determine the dynamical characteristics of host-microbe interactions and its study poses significant challenges. The most straightforward experimental outcome involves an observation of time to death upon infection. However, in measuring this outcome, the internal parameters, and the dynamics of each particular host-microbe interaction in a population of interactions are hidden from the experimentalist. To investigate whether a time-to-death (time to event) dataset provides adequate information for searching for chaotic signatures, we first determined our ability to detect chaos in simulated data sets of time-to-event measurements and successfully distinguished the time-to-event distribution of a chaotic process from a comparable stochastic one. To do so, we introduced an inversion measure to test for a chaotic signature in time-to-event distributions. Next, we searched for chaos, in time-to-death of Caenorhabditis elegans and Drosophila melanogaster infected with Pseudomonas aeruginosa or Pseudomonas entomophila, respectively. We found suggestions of chaotic signatures in both systems, but caution that our results are preliminary and highlight the need for more fine-grained and larger data sets in determining dynamical characteristics. If validated, chaos in host-microbe interactions would have important implications for the occurrence and outcome of infectious diseases, the reproducibility of experiments in the field of microbial pathogenesis and the prediction of microbial threats.

Ensemble Improved Permutation Entropy: A New Approach for Time Series Analysis

Entropy quantification approaches have gained considerable attention in engineering applications. However, certain limitations persist, including the strong dependence on parameter selection, limited discriminating power, and low robustness to noise. To alleviate these issues, this paper introduces two novel algorithms for time series analysis: the ensemble improved permutation entropy (EIPE) and multiscale EIPE (MEIPE). Our approaches employ a new symbolization process that considers both permutation relations and amplitude information. Additionally, the ensemble technique is utilized to reduce the dependence on parameter selection. We performed a comprehensive evaluation of the proposed methods using various synthetic and experimental signals. The results illustrate that EIPE is capable of distinguishing white, pink, and brown noise with a smaller number of samples compared to traditional entropy algorithms. Furthermore, EIPE displays the potential to discriminate between regular and non-regular dynamics. Notably, when compared to permutation entropy, weighted permutation entropy, and dispersion entropy, EIPE exhibits superior robustness against noise. In practical applications, such as RR interval data classification, bearing fault diagnosis, marine vessel identification, and electroencephalographic (EEG) signal classification, the proposed methods demonstrate better discriminating power compared to conventional entropy measures. These promising findings validate the effectiveness and potential of the algorithms proposed in this paper.

Dynamic state of low-Reynolds-number turbulent channel flow

We numerically study the dynamic state of a low-Reynolds-number turbulent channel flow from the viewpoints of symbolic dynamics and nonlinear forecasting. A low-dimensionally (high-dimensionally) chaotic state of the streamwise velocity fluctuations emerges at a viscous sublayer (logarithmic layer). The possible presence of the chaotic states is clearly identified by orbital instability-based nonlinear forecasting and ordinal partition transition network entropy in combination with the surrogate data method.

Markov-modulated model for landing flow dynamics: An ordinal analysis validation

Air transportation is a complex system characterized by a plethora of interactions at multiple temporal and spatial scales; as a consequence, even simple dynamics like sequencing aircraft for landing can lead to the appearance of emergent behaviors, which are both difficult to control and detrimental to operational efficiency. We propose a model, based on a modulated Markov jitter, to represent ordinal pattern properties of real landing operations in European airports. The parameters of the model are tuned by minimizing the distance between the probability distributions of ordinal patterns generated by the real and synthetic sequences, as estimated by the Permutation Jensen-Shannon Distance. We show that the correlation between consecutive hours in the landing flow changes between airports and that it can be interpreted as a metric of efficiency. We further compare the dynamics pre and post COVID-19, showing how this has changed beyond what can be attributed to a simple reduction of traffic. We finally draw some operational conclusions and discuss the applicability of these findings in a real operational environment.

Goodness-of-fit test for stochastic processes using even empirical moments statistic

In this paper, we introduce a novel framework that allows efficient stochastic process discrimination. The underlying test statistic is based on even empirical moments and generalizes the time-averaged mean-squared displacement framework; the test is designed to allow goodness-of-fit statistical testing of processes with stationary increments and a finite-moment distribution. In particular, while our test statistic is based on a simple and intuitive idea, it enables efficient discrimination between finite- and infinite-moment processes even if the underlying laws are relatively close to each other. This claim is illustrated via an extensive simulation study, e.g., where we confront α-stable processes with stability index close to 2 with their standard Gaussian equivalents. For completeness, we also show how to embed our methodology into the real data analysis by studying the real metal price data.

Complex network analysis of spatiotemporal dynamics of premixed flame in a Hele-Shaw cell: A transition from chaos to stochastic state

We study the dynamical state of a noisy nonlinear evolution equation describing flame front dynamics in a Hele-Shaw cell from the viewpoint of complex networks. The high-dimensional chaos of flame front fluctuations at a negative Rayleigh number retains the deterministic nature for sufficiently small additive noise levels. As the strength of the additive noise increases, the flame front fluctuations begin to coexist with stochastic effects, leading to a fully stochastic state. The additive noise significantly promotes the irregular appearance of the merge and divide of small-scale wrinkles of the flame front at a negative Rayleigh number, resulting in the transition of high-dimensional chaos to a fully stochastic state.

Noninvasive Methods for Fault Detection and Isolation in Internal Combustion Engines Based on Chaos Analysis

The classic monitoring methods for detecting faults in automotive vehicles based on on-board diagnostics (OBD) are insufficient when diagnosing several mechanical failures. Other sensing techniques present drawbacks such as high invasiveness and limited physical range. The present work presents a fully noninvasive system for fault detection and isolation in internal combustion engines through sound signals processing. An acquisition system was developed, whose data are transmitted to a smartphone in which the signal is processed, and the user has access to the information. A study of the chaotic behavior of the vehicle was carried out, and the feasibility of using fractal dimensions as a tool to diagnose engine misfire and problems in the alternator belt was verified. An artificial neural network was used for fault classification using the fractal dimension data extracted from the sound of the engine. For comparison purposes, a strategy based on wavelet multiresolution analysis was also implemented. The proposed solution allows a diagnosis without having any contact with the vehicle, with low computational cost, without the need for installing sensors, and in real time. The system and method were validated through experimental tests, with a success rate of 99% for the faults under consideration.

Effect of gravity on synchronization of two coupled buoyancy-induced turbulent flames

We study the effect of gravity on the synchronization of two coupled buoyancy-induced turbulent flames by recurrence-based analysis and machine learning. A significant change from nearly complete synchronization in the near field to partial synchronization appears in the far field under low gravity. The synchronized state is gradually lost with increasing gravity level. These results are clearly identified from cross recurrence plots and symbolic recurrence plots and by reservoir computing.

A General Metric for the Similarity of Both Stochastic and Deterministic System Dynamics

Many problems in the study of dynamical systems—including identification of effective order, detection of nonlinearity or chaos, and change detection—can be reframed in terms of assessing the similarity between dynamical systems or between a given dynamical system and a reference. We introduce a general metric of dynamical similarity that is well posed for both stochastic and deterministic systems and is informative of the aforementioned dynamical features even when only partial information about the system is available. We describe methods for estimating this metric in a range of scenarios that differ in respect to contol over the systems under study, the deterministic or stochastic nature of the underlying dynamics, and whether or not a fully informative set of variables is available. Through numerical simulation, we demonstrate the sensitivity of the proposed metric to a range of dynamical properties, its utility in mapping the dynamical properties of parameter space for a given model, and its power for detecting structural changes through time series data.

Discriminating chaotic and stochastic time series using permutation entropy and artificial neural networks

Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones, and how to quantify nonlinear and/or high-order temporal correlations. Here we propose a new technique to reliably address both problems. Our approach follows two steps: first, we train an artificial neural network (ANN) with flicker (colored) noise to predict the value of the parameter, [Formula: see text], that determines the strength of the correlation of the noise. To predict [Formula: see text] the ANN input features are a set of probabilities that are extracted from the time series by using symbolic ordinal analysis. Then, we input to the trained ANN the probabilities extracted from the time series of interest, and analyze the ANN output. We find that the [Formula: see text] value returned by the ANN is informative of the temporal correlations present in the time series. To distinguish between stochastic and chaotic signals, we exploit the fact that the difference between the permutation entropy (PE) of a given time series and the PE of flicker noise with the same [Formula: see text] parameter is small when the time series is stochastic, but it is large when the time series is chaotic. We validate our technique by analysing synthetic and empirical time series whose nature is well established. We also demonstrate the robustness of our approach with respect to the length of the time series and to the level of noise. We expect that our algorithm, which is freely available, will be very useful to the community.

Complex network analysis of the gravity effect on premixed flames propagating in a Hele-Shaw cell

We study the effect of gravity on spatiotemporal flame front dynamics in a Hele-Shaw cell from the viewpoint of complex networks. The randomness in flame front dynamics significantly increases with the gravitational level when the normalized Rayleigh number R_{a} is negative. This is clearly identified by two network entropies: the flame front network entropy and the transition network entropy. The irregular formation of large-scale wrinkles driven by the Rayleigh-Taylor instability plays an important role in the formation of high-dimensional deterministic chaos at R_{a}<0, resulting in the increase in the randomness of flame front dynamics.

Detecting gas-liquid two-phase flow pattern determinism from experimental signals with missing ordinal patterns

To address the issue of whether there exists determinism in a two-phase flow system, we first conduct a gas-liquid two-phase flow experiment to collect the flow pattern fluctuation signals. Then, we investigate the determinism in the dynamics of different gas-liquid flow patterns by calculating the number of missing ordinal patterns associated with the partitioning of the phase space. In addition, we use the recently proposed stretched exponential model to reveal the flow pattern transition behavior. With the joint distribution of two fitted parameters, which are the decay rate of the missing ordinal patterns and the stretching exponent, we systematically analyze the flow pattern evolutional dynamics associated with the flow deterministic characteristics. This research provides a new understanding of the two-phase flow pattern evolutional dynamics, and broader applications in more complex fluid systems are suggested.

Macrophages use a bet-hedging strategy for antimicrobial activity in phagolysosomal acidification

Microbial ingestion by a macrophage results in the formation of an acidic phagolysosome but the host cell has no information on the pH susceptibility of the ingested organism. This poses a problem for the macrophage and raises the fundamental question of how the phagocytic cell optimizes the acidification process to prevail. We analyzed the dynamical distribution of phagolysosomal pH in murine and human macrophages that had ingested live or dead Cryptococcus neoformans cells, or inert beads. Phagolysosomal acidification produced a range of pH values that approximated normal distributions, but these differed from normality depending on ingested particle type. Analysis of the increments of pH reduction revealed no forbidden ordinal patterns, implying that the phagosomal acidification process was a stochastic dynamical system. Using simulation modeling, we determined that by stochastically acidifying a phagolysosome to a pH within the observed distribution, macrophages sacrificed a small amount of overall fitness to gain the benefit of reduced variation in fitness. Hence, chance in the final phagosomal pH introduces unpredictability to the outcome of the macrophage-microbe, which implies a bet-hedging strategy that benefits the macrophage. While bet hedging is common in biological systems at the organism level, our results show its use at the organelle and cellular level.

Contrasting chaotic with stochastic dynamics via ordinal transition networks

We introduce a representation space to contrast chaotic with stochastic dynamics. Following the complex network representation of a time series through ordinal pattern transitions, we propose to assign each system a position in a two-dimensional plane defined by the permutation entropy of the network (global network quantifier) and the minimum value of the permutation entropy of the nodes (local network quantifier). The numerical analysis of representative chaotic maps and stochastic systems shows that the proposed approach is able to distinguish linear from non-linear dynamical systems by different planar locations. Additionally, we show that this characterization is robust when observational noise is considered. Experimental applications allow us to validate the numerical findings and to conclude that this approach is useful in practical contexts.

A simple method for detecting chaos in nature

Chaos, or exponential sensitivity to small perturbations, appears everywhere in nature. Moreover, chaos is predicted to play diverse functional roles in living systems. A method for detecting chaos from empirical measurements should therefore be a key component of the biologist's toolkit. But, classic chaos-detection tools are highly sensitive to measurement noise and break down for common edge cases, making it difficult to detect chaos in domains, like biology, where measurements are noisy. However, newer tools promise to overcome these limitations. Here, we combine several such tools into an automated processing pipeline, and show that our pipeline can detect the presence (or absence) of chaos in noisy recordings, even for difficult edge cases. As a first-pass application of our pipeline, we show that heart rate variability is not chaotic as some have proposed, and instead reflects a stochastic process in both health and disease. Our tool is easy-to-use and freely available.

Spatiotemporal dynamics of turbulent coaxial jet analyzed by symbolic information-theory quantifiers and complex-network approach

We numerically study the spatiotemporal dynamics of a turbulent coaxial jet in a model rocket engine combustor from the viewpoints of symbolic information-theory quantifiers and complex networks. The dynamic behavior of flow velocity undergoes a significant transition from a stochastic to chaotic state as the turbulent jet moves downstream. The small-world nature exists in the near field forming a stochastic state, whereas it disappears by the formation of a chaotic state in the far field. The dynamic behavior of hydrogen and oxygen concentrations in the far field also represents deterministic chaos. The simultaneous dynamic behavior with chaotic mixing forms the phase-synchronization state.

Symbolic diffusion entropy rate of chaotic time series as a surrogate measure for the largest Lyapunov exponent

Existing methods for estimating the largest Lyapunov exponent from a time series rely on the rate of separation of initially nearby trajectories reconstructed from the time series in phase space. According to Ueda, chaotic dynamical behavior is viewed as a manifestation of random transitions between unstable periodic orbits in a chaotic attractor, which are triggered by perturbations due to experimental observation or the roundoff error characteristic of the computing machine, and consequently consists of a sequence of piecewise deterministic processes instead of an entirely deterministic process. Chaotic trajectories might have no physical reality. Here, we propose a mathematical method for estimating a surrogate measure for the largest Lyapunov exponent on the basis of the random diffusion of the symbols generated from a time series in a chaotic attractor, without resorting to initially nearby trajectories. We apply the proposed method to numerical time series generated by chaotic flow models and verify its validity.

Early detection of thermoacoustic combustion oscillations using a methodology combining statistical complexity and machine learning

We conduct an experimental study on early detection of thermoacoustic combustion oscillations using a method combining statistical complexity and machine learning, including the characterization of intermittent combustion oscillations. Abrupt switching from aperiodic small-amplitude oscillations to periodic large-amplitude oscillations and vice versa appears in pressure fluctuations. The dynamic behavior of aperiodic small-amplitude pressure fluctuations represents chaos. The complexity-entropy causality plane effectively captures the subtle changes in the combustion state during a transition to well-developed combustion oscillations. The feature space of the complexity-entropy causality plane, which is obtained by a support vector machine, has potential use for detecting a precursor of combustion oscillations.

Strange nonchaotic and chaotic attractors in a self-excited thermoacoustic oscillator subjected to external periodic forcing

We experimentally investigate the synchronization dynamics of a self-excited thermoacoustic system forced beyond its phase-locked state. The system consists of a laminar premixed flame in a tube combustor subjected to periodic acoustic forcing. On increasing the forcing amplitude above that required for phase locking, we find that the system can transition out of phase locking and into chaos, which is consistent with the Afraimovich-Shilnikov theorem for the breakdown of a phase-locked torus. However, we also find some unexpected behavior, most notably the emergence of a strange nonchaotic attractor (SNA) before the onset of chaos. We verify the existence of the SNA and chaotic attractor by examining the correlation dimension, the autocorrelation function, the power-law scaling in the Fourier amplitude spectrum, the permutation entropy in a pseudoperiodic surrogate test, and the permutation spectrum. In summary, this study explores the SNA and chaotic dynamics of a thermoacoustic system forced beyond its phase-locked state, opening up new pathways for the development of alternative strategies to control self-excited thermoacoustic oscillations in combustion devices such as gas turbines and rocket engines.

Lagrangian Cloud Tracking and the Precipitation-Column Humidity Relationship

The tropical, oceanic mean relationship between column relative humidity and precipitation is highly non-linear. Mean precipitation remains weak until it rapidly picks up and grows at high column humidity. To investigate the origin of this relationship, a Lagrangian cloud tracking code, RAMStracks, is developed, which can follow the evolution of clouds. RAMStracks can record the morphological properties of convective clouds, the meteorological environment of clouds, and their effects. RAMStracks is applied to a large-domain radiative convective equilibrium simulation, which produces a complex population of convective clouds. RAMStracks records the lifecycle of 501 clouds through growth, splits, mergers, and decay. The mean evolution of all these clouds is examined. It is shown that the column humidity evolves non-monotonically, but that lower-level and upper-level contributions to total moisture do evolve monotonically. The precipitation efficiency of tropical storms tends to increase with cloud age. This is confirmed using a prototype testing method. The same method reveals that different tracked clouds with similar initial conditions evolve in very different ways. This makes drawing general conclusions from individual storms difficult. Finally, the causality of the precipitation-column humidity relationship is examined. A Granger Causality test, as well as regressions, suggest that moisture and precipitation are causally linked, but that the direction of causality is ambiguous. Much of this link appears to come from the lower-level moisture’s contribution to column humidity.

Dynamic behavior of combustion instability in a cylindrical combustor with an off-center installed coaxial injector

We have intensively studied the dynamic behavior of combustion instability in a cylindrical combustor with an off-center installed coaxial injector. The most interesting discovery in this study is the appearance of a deterministic chaos in a transition from a dynamically stable state to well-developed high-frequency thermoacoustic combustion oscillations with increasing the volume flow rate of nitrogen with which oxygen is diluted. The presence of deterministic chaos is reasonably identified by considering an extended version of the Sugihara-May algorithm [G. Sugihara and R. May, Nature 344, 734 (1990)] as a local predictor and the multiscale complexity-entropy causality plane based on statistical complexity.

Estimation of the degree of dynamical instability from the information entropy of symbolic dynamics

A positive Lyapunov exponent is the most convincing signature of chaos. However, existing methods for estimating the Lyapunov exponent from a time series often give unreliable estimates because they trace the time evolution of the distance between a pair of initially neighboring trajectories in phase space. Here, we propose a mathematical method for estimating the degree of dynamical instability, as a surrogate for the Lyapunov exponent, without tracing initially neighboring trajectories on the basis of the information entropy from a symbolic time series. We apply the proposed method to numerical time series generated by well-known chaotic systems and experimental time series and verify its validity.

Constructing ordinal partition transition networks from multivariate time series

A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time series. This approach yields weighted directed networks representing the pattern transition properties of time series in velocity space, which hence provides dynamic insights of the underling system. Furthermore, we propose a measure of entropy to characterize ordinal partition transition dynamics, which is sensitive to capturing the possible local geometric changes of phase space trajectories. We demonstrate the applicability of pattern transition networks to capture phase coherence to non-coherence transitions, and to characterize paths to phase synchronizations. Therefore, we conclude that the ordinal partition transition network approach provides complementary insight to the traditional symbolic analysis of nonlinear multivariate time series.

Using missing ordinal patterns to detect nonlinearity in time series data

The number of missing ordinal patterns (NMP) is the number of ordinal patterns that do not appear in a series after it has been symbolized using the Bandt and Pompe methodology. In this paper, the NMP is demonstrated as a test for nonlinearity using a surrogate framework in order to see if the NMP for a series is statistically different from the NMP of iterative amplitude adjusted Fourier transform (IAAFT) surrogates. It is found that the NMP works well as a test statistic for nonlinearity, even in the cases of very short time series. Both model and experimental time series are used to demonstrate the efficacy of the NMP as a test for nonlinearity.

Chaotic dynamics of a swirling flame front instability generated by a change in gravitational orientation

We have intensively examined the dynamic behavior of flame front instability in a lean swirling premixed flame generated by a change in gravitational orientation [H. Gotoda, T. Miyano, and I. G. Shepherd, Phys. Rev. E 81, 026211 (2010)PLEEE81539-375510.1103/PhysRevE.81.026211] from the viewpoints of complex networks, symbolic dynamics, and statistical complexity. Here, we considered the permutation entropy in combination with the surrogate data method, the permutation spectrum test, and the multiscale complexity-entropy causality plane incorporating a scale-dependent approach, none of which have been considered in the study of flame front instabilities. Our results clearly show the possible presence of chaos in flame front dynamics induced by the coupling of swirl-buoyancy interaction in inverted gravity. The flame front dynamics also possesses a scale-free structure, which is reasonably shown by the probability distribution of the degree in ε-recurrence networks.

Using ordinal partition transition networks to analyze ECG data

Electrocardiogram (ECG) data from patients with a variety of heart conditions are studied using ordinal pattern partition networks. The ordinal pattern partition networks are formed from the ECG time series by symbolizing the data into ordinal patterns. The ordinal patterns form the nodes of the network and edges are defined through the time ordering of the ordinal patterns in the symbolized time series. A network measure, called the mean degree, is computed from each time series-generated network. In addition, the entropy and number of non-occurring ordinal patterns (NFP) is computed for each series. The distribution of mean degrees, entropies, and NFPs for each heart condition studied is compared. A statistically significant difference between healthy patients and several groups of unhealthy patients with varying heart conditions is found for the distributions of the mean degrees, unlike for any of the distributions of the entropies or NFPs.

Sequential visibility-graph motifs

Visibility algorithms transform time series into graphs and encode dynamical information in their topology, paving the way for graph-theoretical time series analysis as well as building a bridge between nonlinear dynamics and network science. In this work we introduce and study the concept of sequential visibility-graph motifs, smaller substructures of n consecutive nodes that appear with characteristic frequencies. We develop a theory to compute in an exact way the motif profiles associated with general classes of deterministic and stochastic dynamics. We find that this simple property is indeed a highly informative and computationally efficient feature capable of distinguishing among different dynamics and robust against noise contamination. We finally confirm that it can be used in practice to perform unsupervised learning, by extracting motif profiles from experimental heart-rate series and being able, accordingly, to disentangle meditative from other relaxation states. Applications of this general theory include the automatic classification and description of physical, biological, and financial time series.

Using forbidden ordinal patterns to detect determinism in irregularly sampled time series

It is known that when symbolizing a time series into ordinal patterns using the Bandt-Pompe (BP) methodology, there will be ordinal patterns called forbidden patterns that do not occur in a deterministic series. The existence of forbidden patterns can be used to identify deterministic dynamics. In this paper, the ability to use forbidden patterns to detect determinism in irregularly sampled time series is tested on data generated from a continuous model system. The study is done in three parts. First, the effects of sampling time on the number of forbidden patterns are studied on regularly sampled time series. The next two parts focus on two types of irregular-sampling, missing data and timing jitter. It is shown that forbidden patterns can be used to detect determinism in irregularly sampled time series for low degrees of sampling irregularity (as defined in the paper). In addition, comments are made about the appropriateness of using the BP methodology to symbolize irregularly sampled time series.

Detecting deterministic nature of pressure measurements from a turbulent combustor

Identifying nonlinear structures in a time series, acquired from real-world systems, is essential to characterize the dynamics of the system under study. A single time series alone might be available in most experimental situations. In addition to this, conventional techniques such as power spectral analysis might not be sufficient to characterize a time series if it is acquired from a complex system such as a thermoacoustic system. In this study, we analyze the unsteady pressure signal acquired from a turbulent combustor with bluff-body and swirler as flame holding devices. The fractal features in the unsteady pressure signal are identified using the singularity spectrum. Further, we employ surrogate methods, with translational error and permutation entropy as discriminating statistics, to test for determinism visible in the observed time series. In addition to this, permutation spectrum test could prove to be a robust technique to characterize the dynamical nature of the pressure time series acquired from experiments. Further, measures such as correlation dimension and correlation entropy are adopted to qualitatively detect noise contamination in the pressure measurements acquired during the state of combustion noise. These ensemble of measures is necessary to identify the features of a time series acquired from a system as complex as a turbulent combustor. Using these measures, we show that the pressure fluctuations during combustion noise has the features of a high-dimensional chaotic data contaminated with white and colored noise.

On the dynamics of ocean ambient noise: Two decades later

Two decades ago, it was shown that ambient noise exhibits low dimensional chaotic behavior. Recent new techniques in nonlinear science can effectively detect the underlying dynamics in noisy time series. In this paper, the presence of low dimensional deterministic dynamics in ambient noise is investigated using diverse nonlinear techniques, including correlation dimension, Lyapunov exponent, nonlinear prediction, and entropy based methods. The consistent interpretation of different methods demonstrates that ambient noise can be best modeled as nonlinear stochastic dynamics, thus rejecting the hypothesis of low dimensional chaotic behavior. The ambient noise data utilized in this study are of duration 60 s measured at South China Sea.

Time lagged ordinal partition networks for capturing dynamics of continuous dynamical systems

We investigate a generalised version of the recently proposed ordinal partition time series to network transformation algorithm. First, we introduce a fixed time lag for the elements of each partition that is selected using techniques from traditional time delay embedding. The resulting partitions define regions in the embedding phase space that are mapped to nodes in the network space. Edges are allocated between nodes based on temporal succession thus creating a Markov chain representation of the time series. We then apply this new transformation algorithm to time series generated by the Rössler system and find that periodic dynamics translate to ring structures whereas chaotic time series translate to band or tube-like structures-thereby indicating that our algorithm generates networks whose structure is sensitive to system dynamics. Furthermore, we demonstrate that simple network measures including the mean out degree and variance of out degrees can track changes in the dynamical behaviour in a manner comparable to the largest Lyapunov exponent. We also apply the same analysis to experimental time series generated by a diode resonator circuit and show that the network size, mean shortest path length, and network diameter are highly sensitive to the interior crisis captured in this particular data set.