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Comparison study of typical algorithms for reconstructing time series from the recurrence plot of dynamical systems
  • ISSN号:1674-1056
  • 期刊名称:《中国物理B:英文版》
  • 分类:O175.1[理学—数学;理学—基础数学] O211.61[理学—概率论与数理统计;理学—数学]
  • 作者机构:[1]Research Center of Nonlinear Science, Faculty of Mathematics and Computer Science, Wuhan Textile University, Wuhan 430073, China, [2]Department of Mathematics, Faculty of Mathematics and Computer Science, Wuhan Textile University, Wuhan 430073, China
  • 相关基金:Project supported by the Key Project of Ministry of Education of China (Grant No. 2010141) and the National Natural Science Foundation of China (Grant No. 61203159).
中文摘要:

The three most widely used methods for reconstructing the underlying time series via the recurrence plots (RPs) of a dynamical system are compared with each other in this paper. We aim to reconstruct a toy series, a periodical series, a random series, and a chaotic series to compare the effectiveness of the most widely used typical methods in terms of signal correlation analysis. The application of the most effective algorithm to the typical chaotic Lorenz system verifies the correctness of such an effective algorithm. It is verified that, based on the unthresholded RPs, one can reconstruct the original attractor by choosing different RP thresholds based on the Hirata algorithm. It is shown that, in real applications, it is possible to reconstruct the underlying dynamics by using quite little information from observations of real dynamical systems. Moreover, rules of the threshold chosen in the algorithm are also suggested.

英文摘要:

The three most widely used methods for reconstructing the underlying time series via the recurrence plots (RPs) of a dynamical system are compared with each other in this paper. We aim to reconstruct a toy series, a periodical series, a random series, and a chaotic series to compare the effectiveness of the most widely used typical methods in terms of signal correlation analysis. The application of the most effective algorithm to the typical chaotic Lorenz system verifies the correctness of such an effective algorithm. It is verified that, based on the unthresholded RPs, one can reconstruct the original attractor by choosing different RP thresholds based on the Hirata algorithm. It is shown that, in real applications, it is possible to reconstruct the underlying dynamics by using quite little information from observations of real dynamical systems. Moreover, rules of the threshold chosen in the algorithm are also suggested.

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期刊信息
  • 《中国物理B:英文版》
  • 中国科技核心期刊
  • 主管单位:中国科学院
  • 主办单位:中国物理学会和中国科学院物理研究所
  • 主编:欧阳钟灿
  • 地址:北京 中关村 中国科学院物理研究所内
  • 邮编:100080
  • 邮箱:
  • 电话:010-82649026 82649519
  • 国际标准刊号:ISSN:1674-1056
  • 国内统一刊号:ISSN:11-5639/O4
  • 邮发代号:
  • 获奖情况:
  • 国内外数据库收录:
  • 被引量:406