用机器学习来估计一维混乱时间序列中最大的Lyapunov指数的一种新方法
Andrei Velichko1, Maksim Belyaev1, Petr Boriskov1
1Institute of Physics and Technology, Petrozavodsk State University, Petrozavodsk 185910, Russia.
Chaos (Woodbury, N.Y.)
|October 1, 2025
概括
我们开发了一种机器学习方法,从混乱的时间序列数据中估计最大的Lyapunov指数 (LLE). 这种方法准确地量化了混乱,即使数据和噪音有限.
科学领域:
- 非线性动力学是一种非线性动力学.
- 混沌理论是一个混乱理论.
- 机器学习应用程序 机器学习应用程序
背景情况:
- 从时间序列数据中量化混乱行为是非线性动态学的重大挑战.
- 估计最大的利亚普诺夫指数 (LLE) 对于描述混乱系统至关重要.
研究的目的:
- 介绍一种新的数据驱动机器学习方法,用于从一维混乱时间序列中估计LLE.
- 为了验证该方法的准确性和对噪声的稳定性.
主要方法:
- 一个预测模型被训练用于多地平线预测.
- 从预测误差的几何平均值推断出LLE,反映出轨道差异.
- 该方法在正规的1D地图 (逻辑,正弦,立方,切比舍夫) 上进行了测试.
主要成果:
- 通过使用短时间序列 (N=450) 来估计LLE,实现了高精度 (R2>0.99).
- 已证明对添加式白噪声的稳定性,精度和度超过30dB SNR.
- 该方法通过返回接近零的LLE值来正确识别周期性/稳定模式.
结论:
- 拟议的方法为LLE估计提供了一种实用,计算效率高,与模型无关的方法.
- 它适用于具有标量时间序列测量的实验设置.
- 未来的工作可能会将该方法扩展到更高维度和不规则采样数据.
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