Detectability of dynamical coupling from delay-coordinate embedding of scalar time series

Y C Lai, E J Kostelich, Ying-Cheng Lai

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

We address under what conditions dynamical coupling between chaotic systems can be detected reliably from scalar time series. In particular, we study weakly coupled chaotic systems and focus on the detectability of the correlation dimension of the chaotic invariant set by utilizing the Grassberger-Procaccia algorithm. An algebraic scaling law is obtained, which relates the necessary length of the time series to a key parameter of the system: the coupling strength. The scaling law indicates that an extraordinarily long time series is required for detecting the coupling dynamics.

Original languageEnglish
Article number036217
Pages (from-to)-
Number of pages5
JournalPhysical Review. E, Statistical, Nonlinear and Soft Matter Physics
Volume66
Issue number3
DOIs
Publication statusPublished - Sep 2002

Keywords

  • STRANGE ATTRACTORS
  • GENERALIZED SYNCHRONIZATION
  • CORRELATION DIMENSION
  • LYAPUNOV EXPONENTS
  • CHAOTIC SYSTEMS

Cite this

Detectability of dynamical coupling from delay-coordinate embedding of scalar time series. / Lai, Y C ; Kostelich, E J ; Lai, Ying-Cheng.

In: Physical Review. E, Statistical, Nonlinear and Soft Matter Physics, Vol. 66, No. 3, 036217, 09.2002, p. -.

Research output: Contribution to journalArticle

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