1. Ordinal Poincar\'e Sections: Reconstructing the First Return Map from an Ordinal Segmentation of Time Series
- Author
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Shahriari, Zahra, Algar, Shannon Dee, Walker, David M., and Small, Michael
- Subjects
Mathematics - Dynamical Systems - Abstract
We propose a robust and computationally efficient algorithm to generically construct first return maps of dynamical systems from time series without the need for embedding. Typically, a first return map is constructed using a heuristic convenience (maxima or zero-crossings of the time series, for example) or a computationally delicate geometric approach (explicitly constructing a Poincar\'e section from a hyper-surface normal to the flow and then interpolating to determine intersections with trajectories). Our approach relies on ordinal partitions of the time series and builds the first return map from successive intersections with particular ordinal sequences. Generically, we can obtain distinct first return maps for each ordinal sequence. We define entropy-based measures to guide our selection of the ordinal sequence for a ``good'' first return map and show that this method can robustly be applied to time series from classical chaotic systems to extract the underlying first return map dynamics. The results are shown on several well-known dynamical systems (Lorenz, R{\"o}ssler and Mackey-Glass in chaotic regimes).
- Published
- 2023
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