(1) Department of Electrical and Computer Engineering, University of Maryland, University Park, MD 20742, USA;(2) Department of Mechanical Engineering, Michigan State University, East Lansing, MI 48824, USA
Abstract:
Fractional derivatives are applied in the reconstruction from a single observable of the dynamics of a Duffing oscillator
and a two-well experiment. The fractional derivatives of time series data are obtained in the frequency domain. The derivative
fraction is evaluated using the average mutual information between the observable and its fractional derivative. The ability
of this reconstruction method to unfold the data is assessed by the method of global false nearest neighbors. The reconstructed
data is used to compute recurrences and fractal dimensions. The reconstruction is compared to the true phase space and the
delay reconstruction in order to assess the reconstruction parameters and the quality of results.