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A multi-scale transition matrix approach to chaotic time series

Author

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  • Yuan, Qianshun
  • Zhang, Jing
  • Wang, Haiying
  • Gu, Changgui
  • Yang, Huijie

Abstract

There exist rich patterns in nonlinear dynamical processes, but they merge into averages in traditional statistics-based time series analysis. Herein the multi-scale transition matrix is adopted to display the patterns and their evolutions in several typical chaotic systems, including the Logistic Map, the Tent Map, and the Lorentz System. Compared with Markovian processes, there appear rich non-trivial patterns. The unpredictability of transitions matches almost exactly with the Lyapunov exponent. The eigenvalues decay exponentially with respect to the time scale, whose decaying exponents give us the details in the curves of Lyapunov exponent versus dynamical parameters. The evolutionary behaviors differ with each other and do not saturate to the ones for the corresponding shuffled series.

Suggested Citation

  • Yuan, Qianshun & Zhang, Jing & Wang, Haiying & Gu, Changgui & Yang, Huijie, 2023. "A multi-scale transition matrix approach to chaotic time series," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    • Handle: RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004903
    DOI: 10.1016/j.chaos.2023.113589
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    References listed on IDEAS

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    1. Wang, Xiaoyan & Han, Xiujing & Chen, Zhangyao & Bi, Qinsheng & Guan, Shuguang & Zou, Yong, 2022. "Multi-scale transition network approaches for nonlinear time series analysis," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
    2. Yuan, Qianshun & Semba, Sherehe & Zhang, Jing & Weng, Tongfeng & Gu, Changgui & Yang, Huijie, 2021. "Multi-scale transition matrix approach to time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
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    5. Mutua Stephen & Changgui Gu & Huijie Yang, 2015. "Visibility Graph Based Time Series Analysis," PLOS ONE, Public Library of Science, vol. 10(11), pages 1-19, November.
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    Cited by:

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    2. Yan, Shuang & Gu, Changgui & Yang, Huijie, 2024. "Bridge successive states for a complex system with evolutionary matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).

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