Recent Developments in Chaotic Time Series Analysis

2003 ◽  
Vol 13 (06) ◽  
pp. 1383-1422 ◽  
Author(s):  
Ying-Cheng Lai ◽  
Nong Ye

In this paper, two issues are addressed: (1) the applicability of the delay-coordinate embedding method to transient chaotic time series analysis, and (2) the Hilbert transform methodology for chaotic signal processing.A common practice in chaotic time series analysis has been to reconstruct the phase space by utilizing the delay-coordinate embedding technique, and then to compute dynamical invariant quantities of interest such as unstable periodic orbits, the fractal dimension of the underlying chaotic set, and its Lyapunov spectrum. As a large body of literature exists on applying the technique to time series from chaotic attractors, a relatively unexplored issue is its applicability to dynamical systems that exhibit transient chaos. Our focus will be on the analysis of transient chaotic time series. We will argue and provide numerical support that the current delay-coordinate embedding techniques for extracting unstable periodic orbits, for estimating the fractal dimension, and for computing the Lyapunov exponents can be readily adapted to transient chaotic time series.A technique that is gaining an increasing attention is the Hilbert transform method for signal processing in nonlinear systems. The general goal of the Hilbert method is to assess the spectrum of the instantaneous frequency associated with the underlying dynamical process. To obtain physically meaningful results, it is necessary for the signal to possess a proper rotational structure in the complex plane of the analytic signal constructed by the original signal and its Hilbert transform. We will describe a recent decomposition procedure for this task and apply the technique to chaotic signals. We will also provide an example to demonstrate that the methodology can be useful for addressing some fundamental problems in chaotic dynamics.

2013 ◽  
Vol 712-715 ◽  
pp. 1550-1554
Author(s):  
Xin Dong Yang ◽  
Zuo Chao Wang ◽  
Ai Guo Shi ◽  
Bo Liu ◽  
Li Li

Wind and waves have particularly significant influence upon exertion of naval vessels battle effectiveness. It is urgently necessary to improve the ability of the Navy to carry out combat service in severe sea state normally. This paper aims to obtain the accurate prediction of ship motions with second level predictable time in real waves. According to the characteristics of the ship motion, the research on extremely short-time prediction of ship motion has been carried out based on multi-variable chaotic time series analysis, and the effectiveness of the prediction of ship motion in real wave is highly improved.


Sign in / Sign up

Export Citation Format

Share Document