### Abstract

We address the calculation of correlation dimension, the estimation of Lyapunov exponents, and the detection of unstable periodic orbits, from transient chaotic time series. Theoretical arguments and numerical experiments show that the Grassberger-Procaccia algorithm can be used to estimate the dimension of an underlying chaotic saddle from an ensemble of chaotic transients. We also demonstrate that Lyapunov exponents can be estimated by computing the rates of separation of neighboring phase-space states constructed from each transient time series in an ensemble. Numerical experiments utilizing the statistics of recurrence times demonstrate that unstable periodic orbits of low periods can be extracted even when noise is present. In addition, we test the scaling law for the probability of finding periodic orbits. The scaling law implies that unstable periodic orbits of high period are unlikely to be detected from transient chaotic time series.

Original language | English (US) |
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Number of pages | 1 |

Journal | Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics |

Volume | 64 |

Issue number | 5 |

DOIs | |

State | Published - Jan 1 2001 |

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### ASJC Scopus subject areas

- Statistical and Nonlinear Physics
- Statistics and Probability
- Condensed Matter Physics

### Cite this

**Analyses of transient chaotic time series.** / Dhamala, Mukeshwar; Lai, Ying-Cheng; Kostelich, Eric.

Research output: Contribution to journal › Article

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TY - JOUR

T1 - Analyses of transient chaotic time series

AU - Dhamala, Mukeshwar

AU - Lai, Ying-Cheng

AU - Kostelich, Eric

PY - 2001/1/1

Y1 - 2001/1/1

N2 - We address the calculation of correlation dimension, the estimation of Lyapunov exponents, and the detection of unstable periodic orbits, from transient chaotic time series. Theoretical arguments and numerical experiments show that the Grassberger-Procaccia algorithm can be used to estimate the dimension of an underlying chaotic saddle from an ensemble of chaotic transients. We also demonstrate that Lyapunov exponents can be estimated by computing the rates of separation of neighboring phase-space states constructed from each transient time series in an ensemble. Numerical experiments utilizing the statistics of recurrence times demonstrate that unstable periodic orbits of low periods can be extracted even when noise is present. In addition, we test the scaling law for the probability of finding periodic orbits. The scaling law implies that unstable periodic orbits of high period are unlikely to be detected from transient chaotic time series.

AB - We address the calculation of correlation dimension, the estimation of Lyapunov exponents, and the detection of unstable periodic orbits, from transient chaotic time series. Theoretical arguments and numerical experiments show that the Grassberger-Procaccia algorithm can be used to estimate the dimension of an underlying chaotic saddle from an ensemble of chaotic transients. We also demonstrate that Lyapunov exponents can be estimated by computing the rates of separation of neighboring phase-space states constructed from each transient time series in an ensemble. Numerical experiments utilizing the statistics of recurrence times demonstrate that unstable periodic orbits of low periods can be extracted even when noise is present. In addition, we test the scaling law for the probability of finding periodic orbits. The scaling law implies that unstable periodic orbits of high period are unlikely to be detected from transient chaotic time series.

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U2 - 10.1103/PhysRevE.64.056207

DO - 10.1103/PhysRevE.64.056207

M3 - Article

VL - 64

JO - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

JF - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

SN - 1539-3755

IS - 5

ER -