Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

Abstract

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.