Reconstruction of a system's dynamics from short trajectories

C. Komalapriya, M. Thiel, M. C. Romano, N. Marwan, U. Schwarz, J. Kurths

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

Long data sets are one of the prime requirements of time series analysis techniques to unravel the dynamics of an underlying system. However, acquiring long data sets is often not possible. In this paper, we address the question of whether it is still possible to understand the complete dynamics of a system if only short (but many) time series are observed. The key idea is to generate a single long time series from these short segments using the concept of recurrences in phase space. This long time series is constructed so as to exhibit a dynamics similar to that of a long time series obtained from the corresponding underlying system.

Original languageEnglish
Article number066217
Number of pages11
JournalPhysical Review. E, Statistical, Nonlinear and Soft Matter Physics
Volume78
Issue number6
DOIs
Publication statusPublished - 24 Dec 2008

Keywords

  • chaotic electrochemical oscillators
  • time-series analysis
  • recurrence plots
  • correlation dimension
  • strange attractors
  • symbolic dynamics
  • synchronization
  • quantification

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