A data-analysis method for identifying differential effects of time-delayed feedback forces and periodic driving forces in stochastic systems

In this work a method is developed for analyzing time series of periodically driven stochastic systems involving time-delayed feedback. The proposed data-analysis method yields dynamical models in terms of stochastic delay differential equations. On the basis of these dynamical models differential effects of driving forces and time-delayed feedback forces can be identified.     

Complex network perspective on modelling chaotic systems via machine learning

Recent advances have demonstrated that a machine learning technique known as "reservoir computing" is a significantly effective method for modelling chaotic systems. Going beyond short-term prediction, we show that long-term behaviors of an observed chaotic system are also preserved in the trained reservoir system by virtue of network measurements. Specifically, we find that a broad range of network statistics induced from the trained reservoir system is nearly identical with that of a learned chaotic system of interest. Moreover, we show that network measurements of the trained reservoir system are sensitive to distinct dynamics and can in turn detect the dynamical transitions in complex systems. Our findings further support that rather than dynamical equations, reservoir computing approach in fact provides an alternative way for modelling chaotic systems.     

Projective-anticipating, projective, and projective-lag synchronization of time-delayed chaotic systems on random networks

We study projective-anticipating, projective, and projective-lag synchronization of time-delayed chaotic systems on random networks. We relax some limitations of previous work, where projective-anticipating and projective-lag synchronization can be achieved only on two coupled chaotic systems. In this paper, we realize projective-anticipating and projective-lag synchronization on complex dynamical networks composed of a large number of interconnected components. At the same time, although previous work studied projective synchronization on complex dynamical networks, the dynamics of the nodes are coupled partially linear chaotic systems. In this paper, the dynamics of the nodes of the complex networks are time-delayed chaotic systems without the limitation of the partial linearity. Based on the Lyapunov stability theory, we suggest a generic method to achieve the projective-anticipating, projective, and projective-lag synchronization of time-delayed chaotic systems on random dynamical networks, and we find both its existence and sufficient stability conditions. The validity of the proposed method is demonstrated and verified by examining specific examples using Ikeda and Mackey-Glass systems on Erdos-Renyi networks.     

基于支持向量机方法对非平稳时间序列的预测

目前有关非平稳复杂系统及其在预测中的应用研究是一个较少被人理解并有重大科学意义的前瞻性研究课题.在大气运动中,气候正是一个典型的非平稳系统,但是现有的气候预测理论,包括统计预测理论和非线性预测理论,几乎都无一例外地建立在平稳性假定的基础之上,这有悖于气候过程的基本性质,它有可能是导致气候预测水平低下的重要的理论原因.因此以分析如何降低时间序列非平稳程度作为切入点来研究短期气候预测问题有着重要的理论意义.利用基于“升维”思想的支持向量机方法对时变控制参数条件下Lorenz系统产生的非平稳时间序列以及来自实际 关键词： 支持向量机 非平稳过程 预测     

基于支持向量机方法对非平稳时间序列的预测

目前有关非平稳复杂系统及其在预测中的应用研究是一个较少被人理解并有重大科学意义的前瞻性研究课题.在大气运动中,气候正是一个典型的非平稳系统,但是现有的气候预测理论,包括统计预测理论和非线性预测理论,几乎都无一例外地建立在平稳性假定的基础之上,这有悖于气候过程的基本性质,它有可能是导致气候预测水平低下的重要的理论原因.因此以分析如何降低时间序列非平稳程度作为切入点来研究短期气候预测问题有着重要的理论意义.利用基于“升维”思想的支持向量机方法对时变控制参数条件下Lorenz系统产生的非平稳时间序列以及来自实际     

Time Series Prediction Based on Chaotic Attractor

A new prediction technique is proposed for chaotic time series. The usefulness of the technique is that it can kick off some false neighbor points which are not suitable for the local estimation of the dynamics systems. A time-delayed embedding is used to reconstruct the underlying attractor, and the prediction model is based on the time evolution of the topological neighboring in the phase space. We use a feedforward neural network to approximate the local dominant Lyapunov exponent, and choose the spatial neighbors by the Lyapunov exponent. The model is tested for the Mackey-Glass equation and the convection amplitude of lorenz systems. The results indicate that this prediction technique can improve the prediction of chaotic time series.     

Vulnerability to paroxysmal oscillations in delayed neural networks: a basis for nocturnal frontal lobe epilepsy?

Resonance can occur in bistable dynamical systems due to the interplay between noise and delay (τ) in the absence of a periodic input. We investigate resonance in a two-neuron model with mutual time-delayed inhibitory feedback. For appropriate choices of the parameters and inputs three fixed-point attractors co-exist: two are stable and one is unstable. In the absence of noise, delay-induced transient oscillations (referred to herein as DITOs) arise whenever the initial function is tuned sufficiently close to the unstable fixed-point. In the presence of noisy perturbations, DITOs arise spontaneously. Since the correlation time for the stationary dynamics is ～τ, we approximated a higher order Markov process by a three-state Markov chain model by rescaling time as t?→?2sτ, identifying the states based on whether the sub-intervals were completely confined to one basin of attraction (the two stable attractors) or straddled the separatrix, and then determining the transition probability matrix empirically. The resultant Markov chain model captured the switching behaviors including the statistical properties of the DITOs. Our observations indicate that time-delayed and noisy bistable dynamical systems are prone to generate DITOs as switches between the two attractors occur. Bistable systems arise transiently in situations when one attractor is gradually replaced by another. This may explain, for example, why seizures in certain epileptic syndromes tend to occur as sleep stages change.     

储备池状态空间重构与混沌时间序列预测

分析了现有的基于回声状态网络(ESN)的迭代预测方法，指出了该方法在理论上存在的问题以及应用中存在的障碍.提出了一种基于储备池的直接预测方法，该方法利用预测原点和预测时域之间的关系直接构建预测器，因此可以预先对预测器的稳定性施加约束，从而避免了在迭代预测方法中由于网络回路闭合而产生的稳定性问题.在仿真中，首先以Lorenz时间序列为例分析了迭代预测方法在闭合回路前后储备池的变化情况，然后通过Mackey-Glass标杆问题的测试验证了直接预测方法的可行性.     

Time series prediction using wavelet process neural network

In the real world, the inputs of many complicated systems are time-varying functions or processes. In order to predict the outputs of these systems with high speed and accuracy, this paper proposes a time series prediction model based on the wavelet process neural network, and develops the corresponding learning algorithm based on the expansion of the orthogonal basis functions. The effectiveness of the proposed time series prediction model and its learning algorithm is proved by the Macke-Glass time series prediction, and the comparative prediction results indicate that the proposed time series prediction model based on the wavelet process neural network seems to perform well and appears suitable for using as a good tool to predict the highly complex nonlinear time series.     

Natural computation measured as a reduction of complexity

We argue that the deeper nature of computation is to reduce the statistical obstruction against prediction. From this, we derive an explicit measure of computation for general, artificial as well as natural, systems (electronic circuits, neurons, mechanical devices, etc.). The applicability and usefulness of this concept is demonstrated using well-studied families of dynamical systems, as well as experimental time series from cortical neurons.     

Continuous pole placement method for time-delayed feedback controlled systems

Continuous pole placement method is adapted to time-periodic states of systems with timedelay. The method is applied for finding an optimal control matrix in the problem ofstabilization of unstable periodic orbits of dynamical systems via time-delayed feedbackcontrol algorithm. The optimal control matrix ensures the fastest approach of a perturbedsystem to the stabilized orbit. An application of the pole placement method to systemswith time delay meets a fundamental problem, since the number of the Floquet exponents isinfinity, while the number of control parameters is finite. Nevertheless, we show thatseveral leading Floquet exponents can be efficiently controlled. The method is numericallydemonstrated for the Lorenz system, which until recently has been considered as a systeminaccessible for the standard time-delayed feedback control due to the odd-numberlimitation. The proposed optimization method is also adapted for an extended time-delayedfeedback control algorithm and numerically demonstrated for the Rössler system.     

Time-delayed chameleon: Analysis,synchronization and FPGA implementation

In this paper we report a time-delayed chameleon-like chaotic system which can belong to different families of chaotic attractors depending on the choices of parameters. Such a characteristic of self-excited and hidden chaotic flows in a simple 3D system with time delay has not been reported earlier. Dynamic analysis of the proposed time-delayed systems are analysed in time-delay space and parameter space. A novel adaptive modified functional projective lag synchronization algorithm is derived for synchronizing identical time-delayed chameleon systems with uncertain parameters. The proposed time-delayed systems and the synchronization algorithm with controllers and parameter estimates are then implemented in FPGA using hardware–software co-simulation and the results are presented.     

含噪混沌时间序列预测误差分析

对于含噪混沌时间序列预测问题, 传统方法存在较大的经验性, 对预测误差的构成分析不足, 因而忽略了混沌动态重建与预测模型建立之间的差异性. 本文将实际预测误差分解为预测器偏差和输入扰动误差, 并对整体最小二乘和正则化两种全局预测方法进行分析比较, 进而说明整体最小二乘适用于混沌动态的重建, 对预测器偏差影响较大, 而正则化方法能够改善预测器敏感性, 对输入扰动误差影响较大. 通过两个仿真实例, 展示了混沌动态重建与预测模型建立之间的差异, 在对比最小二乘和正则化方法的同时验证了实际预测误差受预测器偏差和输入扰动误差共同作用. 并指出, 在实际操作时应在二者间寻求平衡, 以便使模型预测精度达到最优. 关键词： 混沌时间序列预测 噪声 整体最小二乘 正则化     

变参数混沌时间序列的神经网络预测研究

研究一类复杂变参数混沌系统时间序列的预测问题.首先构造一个变参数Logistic映射,分析变参数混沌系统的特点,指出动力学特征不断变化的这类系统不存在恒定形状的吸引子;结合Takens嵌入定理和神经网络理论,阐述神经网络方法预测具有恒定吸引子形状的混沌系统可行的原因,分析研究其用于预测变参数混沌系统的潜在问题.变参数Ikeda系统的神经网络预测试验验证了理论分析结果,试验还表明,简单增大预测训练样本数可能降低泛化预测精度,训练集的选择对这类系统的泛化预测效果影响极大,指出混沌时间序列预测实用化必须研究解决这类变参数混沌系统的预测. 关键词： 混沌 预测 神经网络 变参数系统     

Chaotic time series prediction using fuzzy sigmoid kernel-based support vector machines

Support vector machines (SVM) have been widely used in chaotic time series predictions in recent years. In order to enhance the prediction efficiency of this method and implement it in hardware, the sigmoid kernel in SVM is drawn in a more natural way by using the fuzzy logic method proposed in this paper. This method provides easy hardware implementation and straightforward interpretability. Experiments on two typical chaotic time series predictions have been carried out and the obtained results show that the average CPU time can be reduced significantly at the cost of a small decrease in prediction accuracy, which is favourable for the hardware implementation for chaotic time series prediction.     

Less is more: a new machine-learning methodology for spatiotemporal systems

Machine learning provides a way to use only portions of the variables of a spatiotemporal system to predict its subsequent evolution and consequently avoids the curse of dimensionality. The learning machines employed for this purpose, in essence, are time-delayed recurrent neural networks with multiple input neurons and multiple output neurons. We show in this paper that such kinds of learning machines have a poor generalization ability to variables that have not been trained with. We then present a one-dimensional time-delayed recurrent neural network for the same aim of model-free prediction. It can be trained on different spatial variables in the training stage but initiated by the time series of only one spatial variable, and consequently possess an excellent generalization ability to new variables that have not been trained on. This network presents a new methodology to achieve fine-grained predictions from a learning machine trained on coarse-grained data, and thus provides a new strategy for certain applications such as weather forecasting. Numerical verifications are performed on the Kuramoto coupled oscillators and the Barrio−Varea−Aragon−Maini model.     

Dynamical Localization Simulated on Actual Quantum Hardware

Quantum computers are invaluable tools to explore the properties of complex quantum systems. We show that dynamical localization of the quantum sawtooth map, a highly sensitive quantum coherent phenomenon, can be simulated on actual, small-scale quantum processors. Our results demonstrate that quantum computing of dynamical localization may become a convenient tool for evaluating advances in quantum hardware performances.     

Model equations from a chaotic time series

We present a method for obtaining a set of dynamical equations for a system that exhibits a chaotic time series. The time series data is first embedded in an appropriate phase space by using the improved time delay technique of Broomhead and King (1986). Next, assuming that the flow in this space is governed by a set of coupled first order nonlinear ordinary differential equations, a least squares fitting method is employed to derive values for the various unknown coefficients. The ability of the resulting model equations to reproduce global properties like the geometry of the attractor and Lyapunov exponents is demonstrated by treating the numerical solution of a single variable of the Lorenz and Rossler systems in the chaotic regime as the test time series. The equations are found to provide good short term prediction (a few cycle times) but display large errors over large prediction time. The source of this shortcoming and some possible improvements are discussed.     

动态复杂网络中节点影响力的研究进展

节点影响力的识别和预测具有重要的理论意义和应用价值,是复杂网络的热点研究领域.目前大多数研究方法都是针对静态网络或动态网络某一时刻的快照进行的,然而在实际应用场景中,社会、生物、信息、技术等复杂网络都是动态演化的.因此在动态复杂网络中评估节点影响力以及预测节点未来影响力,特别是在网络结构变化之前的预测更具意义.本文系统地总结了动态复杂网络中节点影响力算法面临的三类挑战,即在增长网络中,节点影响力算法的计算复杂性和时间偏见;网络实时动态演化时,节点影响力算法的适应性;网络结构微扰或突变时,节点影响力算法的鲁棒性,以及利用网络结构演变阐释经济复杂性涌现的问题.最后总结了这一研究方向几个待解决的问题并指出未来可能的发展方向.