Characterization of chaotic attractors under noise: A recurrence network perspective

We undertake a detailed numerical investigation to understand how the addition of white and colored noise to a chaotic time series changes the topology and the structure of the underlying attractor reconstructed from the time series. We use the methods and measures of recurrence plot and recurrence network generated from the time series for this analysis. We explicitly show that the addition of noise obscures the property of recurrence of trajectory points in the phase space which is the hallmark of every dynamical system. However, the structure of the attractor is found to be robust even upto high noise levels of 50%. An advantage of recurrence network measures over the conventional nonlinear measures is that they can be applied on short and non stationary time series data. By using the results obtained from the above analysis, we go on to analyse the light curves from a dominant black hole system and show that the recurrence network measures are capable of identifying the nature of noise contamination in a time series.

[1]  K. P. Harikrishnan,et al.  Revisiting the box counting algorithm for the correlation dimension analysis of hyperchaotic time series , 2012 .

[2]  Jürgen Kurths,et al.  Identifying complex periodic windows in continuous-time dynamical systems using recurrence-based methods. , 2010, Chaos.

[3]  G. Ambika,et al.  A non subjective approach to the GP algorithm for analysing noisy time series , 2006 .

[4]  A. Provenzale,et al.  Finite correlation dimension for stochastic systems with power-law spectra , 1989 .

[5]  Michael Small,et al.  Superfamily phenomena and motifs of networks induced from time series , 2008, Proceedings of the National Academy of Sciences.

[6]  Jürgen Kurths,et al.  Influence of observational noise on the recurrence quantification analysis , 2002 .

[7]  Jürgen Kurths,et al.  Recurrence networks—a novel paradigm for nonlinear time series analysis , 2009, 0908.3447.

[8]  H. Haken,et al.  The influence of noise on the logistic model , 1981 .

[9]  G. Ambika,et al.  Nonlinear time series analysis of the light curves from the black hole system GRS1915+105 , 2010, 1007.5210.

[10]  Niels Wessel,et al.  Classification of cardiovascular time series based on different coupling structures using recurrence networks analysis , 2013, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[11]  Schreiber,et al.  Improved Surrogate Data for Nonlinearity Tests. , 1996, Physical review letters.

[12]  Norbert Marwan,et al.  The geometry of chaotic dynamics — a complex network perspective , 2011, 1102.1853.

[13]  T. Belloni,et al.  A model-independent analysis of the variability of GRS 1915+105 , 2000 .

[14]  Norbert Marwan,et al.  Identification of dynamical transitions in marine palaeoclimate records by recurrence network analysis , 2011 .

[15]  M Small,et al.  Complex network from pseudoperiodic time series: topology versus dynamics. , 2006, Physical review letters.

[16]  D. Ruelle,et al.  Recurrence Plots of Dynamical Systems , 1987 .

[17]  Albert-László Barabási,et al.  Statistical mechanics of complex networks , 2001, ArXiv.

[18]  J. Kurths,et al.  Analytical framework for recurrence network analysis of time series. , 2012, Physical review. E, Statistical, nonlinear, and soft matter physics.

[19]  J. Hyttinen,et al.  Characterization of dynamical systems under noise using recurrence networks: Application to simulated and EEG data , 2014 .

[20]  N. Marwan,et al.  Confidence bounds of recurrence-based complexity measures , 2009 .

[21]  Norbert Marwan,et al.  Finding recurrence networks' threshold adaptively for a specific time series , 2014 .

[22]  P. Grassberger,et al.  Measuring the Strangeness of Strange Attractors , 1983 .

[23]  Dariusz M Plewczynski,et al.  Influence of colored noise on chaotic systems. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[24]  K. P. Harikrishnan,et al.  Combined use of correlation dimension and entropy as discriminating measures for time series analysis , 2009 .

[25]  M. Small,et al.  Characterizing pseudoperiodic time series through the complex network approach , 2008 .

[26]  T. Schreiber,et al.  Surrogate time series , 1999, chao-dyn/9909037.

[27]  V. Latora,et al.  Complex networks: Structure and dynamics , 2006 .

[28]  Michael Small,et al.  Recurrence-based time series analysis by means of complex network methods , 2010, Int. J. Bifurc. Chaos.

[29]  Kennel,et al.  Method to distinguish possible chaos from colored noise and to determine embedding parameters. , 1992, Physical review. A, Atomic, molecular, and optical physics.

[30]  J. Kurths,et al.  Complex network approach for recurrence analysis of time series , 2009, 0907.3368.

[31]  G. Ambika,et al.  The Nonlinear Behavior of the Black Hole System GRS 1915+105 , 2006 .

[32]  Michael Small,et al.  Transforming Time Series into Complex Networks , 2009, Complex.

[33]  Jürgen Kurths,et al.  Recurrence plots for the analysis of complex systems , 2009 .

[34]  G. Ambika,et al.  Uniform framework for the recurrence-network analysis of chaotic time series. , 2015, Physical review. E.