Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

Transition dynamics for multi-pulsing in mode-locked lasers

We consider experimentally and theoretically a refined parameter space in a mode-locked fiber laser near the transition to multi-pulsing. Increasing cavity energy drives the dynamics through a periodic instability to chaotic dynamics. © 2010 Optical Society of America.

Window of Chaotic Delayed Synchronization

We consider a general coupling of two chaotic dynamical systems and we obtain conditions that provide delayed synchronization. We consider four different couplings that satisfy those conditions. We define Window of Delayed Synchronization and we obtain it analytically. We use four different free chaotic dynamics in order to observe numerically the analytically predicted windows for the considered couplings.

Dissipation as a mechanism of energy gain

Some properties of the annular billiard under the presence of weak dissipation are studied. We show, in a dissipative system, that the average energy of a particle acquires higher values than its average energy of the conservative case. The creation of attractors, associated with a chaotic dynamics in the conservative regime, both in appropriated regions of the phase space, constitute a generic mechanism to increase the average energy of dynamical systems.

Quantum chaos in atom optics

I shall discuss the quantum and classical dynamics of a class of nonlinear Hamiltonian systems. The discussion will be restricted to systems with one degree of freedom. Such systems cannot exhibit chaos, unless the Hamiltonians are time dependent. Thus we shall consider systems with a potential function that has a higher than quadratic dependence on the position and, furthermore, we shall allow the potential function to be a periodic function of time. This is the simplest class of Hamiltonian system that can exhibit chaotic dynamics. I shall show how such systems can be realized in atom optics, where very cord atoms interact with optical dipole potentials of a far-off resonance laser. Such systems are ideal for quantum chaos studies as (i) the energy of the atom is small and action scales are of the order of Planck's constant, (ii) the systems are almost perfectly isolated from the decohering effects of the environment and (iii) optical methods enable exquisite time dependent control of the mechanical potentials seen by the atoms.

Complete synchronization and delayed synchronization in couplings

We consider a general coupling of two identical chaotic dynamical systems, and we obtain the conditions for synchronization. We consider two types of synchronization: complete synchronization and delayed synchronization. Then, we consider four different couplings having different behaviors regarding their ability to synchronize either completely or with delay: Symmetric Linear Coupled System, Commanded Linear Coupled System, Commanded Coupled System with delay and symmetric coupled system with delay. The values of the coupling strength for which a coupling synchronizes define its Window of synchronization. We obtain analytically the Windows of complete synchronization, and we apply it for the considered couplings that admit complete synchronization. We also obtain analytically the Window of chaotic delayed synchronization for the only considered coupling that admits a chaotic delayed synchronization, the commanded coupled system with delay. At last, we use four different free chaotic dynamics (based in tent map, logistic map, three-piecewise linear map and cubic-like map) in order to observe numerically the analytically predicted windows.

Avoiding healthy cells extinction in a cancer model

We consider a dynamical model of cancer growth including three interacting cell populations of tumor cells, healthy host cells and immune effector cells. For certain parameter choice, the dynamical system displays chaotic motion and by decreasing the response of the immune system to the tumor cells, a boundary crisis leading to transient chaotic dynamics is observed. This means that the system behaves chaotically for a finite amount of time until the unavoidable extinction of the healthy and immune cell populations occurs. Our main goal here is to apply a control method to avoid extinction. For that purpose, we apply the partial control method, which aims to control transient chaotic dynamics in the presence of external disturbances. As a result, we have succeeded to avoid the uncontrolled growth of tumor cells and the extinction of healthy tissue. The possibility of using this method compared to the frequently used therapies is discussed. (C) 2014 Elsevier Ltd. All rights reserved.

Activation of effector immune cells promotes tumor stochastic extinction: A homotopy analysis approach

In this article we provide homotopy solutions of a cancer nonlinear model describing the dynamics of tumor cells in interaction with healthy and effector immune cells. We apply a semi-analytic technique for solving strongly nonlinear systems – the Step Homotopy Analysis Method (SHAM). This algorithm, based on a modification of the standard homotopy analysis method (HAM), allows to obtain a one-parameter family of explicit series solutions. By using the homotopy solutions, we first investigate the dynamical effect of the activation of the effector immune cells in the deterministic dynamics, showing that an increased activation makes the system to enter into chaotic dynamics via a period-doubling bifurcation scenario. Then, by adding demographic stochasticity into the homotopy solutions, we show, as a difference from the deterministic dynamics, that an increased activation of the immune cells facilitates cancer clearance involving tumor cells extinction and healthy cells persistence. Our results highlight the importance of therapies activating the effector immune cells at early stages of cancer progression.

Complete synchronization and delayed synchronization in couplings

We consider a general coupling of two identical chaotic dynamical systems, and we obtain the conditions for synchronization. We consider two types of synchronization: complete synchronization and delayed synchronization. Then, we consider four different couplings having different behaviors regarding their ability to synchronize either completely or with delay: Symmetric Linear Coupled System, Commanded Linear Coupled System, Commanded Coupled System with delay and symmetric coupled system with delay. The values of the coupling strength for which a coupling synchronizes define its Window of synchronization. We obtain analytically the Windows of complete synchronization, and we apply it for the considered couplings that admit complete synchronization. We also obtain analytically the Window of chaotic delayed synchronization for the only considered coupling that admits a chaotic delayed synchronization, the commanded coupled system with delay. At last, we use four different free chaotic dynamics (based in tent map, logistic map, three-piecewise linear map and cubic-like map) in order to observe numerically the analytically predicted windows.

Chaos in human behavior: the case of work motivation

This study considers the complex dynamics of work motivation. Forty-eight employees completed a work-motivation diary several times per day over a period of four weeks. The obtained time series were analysed using different methodologies derived from chaos theory (i.e. recurrence plots, Lyapunov exponents, correlation dimension and surrogate data). Results showed chaotic dynamics in 75% of cases. The findings confirm the universality of chaotic behavior within human behavior, challenge some of the underlying assumptions on which work motivation theories are based, and suggest that chaos theory may offer useful and relevant information on how this process is managed within organizations.

Chaos in a Two-Degree of Freedom Duffing Oscillator

High dimensional dynamical systems has intricate behavior either on temporal or on spatial evolution properties. Nevertheless, most of the work on chaotic dynamics has been concentrated on temporal behavior of low-dimensional systems. This contribution is concerned with the chaotic response of a two-degree of freedom Duffing oscillator. Since the equations of motion are associated with a five-dimensional system, the analysis is performed by considering two Duffing oscillators, both with single-degree of freedom, coupled by a spring-dashpot system. With this assumption, it is possible to analyze the transmissibility of motion between the two oscillators.

Significance of Time Scales in Nonlinear Dynamical Analysis of Electroencephalogram Signals

We propose to show in this paper, that the time series obtained from biological systems such as human brain are invariably nonstationary because of different time scales involved in the dynamical process. This makes the invariant parameters time dependent. We made a global analysis of the EEG data obtained from the eight locations on the skull space and studied simultaneously the dynamical characteristics from various parts of the brain. We have proved that the dynamical parameters are sensitive to the time scales and hence in the study of brain one must identify all relevant time scales involved in the process to get an insight in the working of brain.

Onset And Characterisation Of Chaos In A Two Dimensional Nonlinear Deterministic Model

Nature is full of phenomena which we call "chaotic", the weather being a prime example. What we mean by this is that we cannot predict it to any significant accuracy, either because the system is inherently complex, or because some of the governing factors are not deterministic. However, during recent years it has become clear that random behaviour can occur even in very simple systems with very few number of degrees of freedom, without any need for complexity or indeterminacy. The discovery that chaos can be generated even with the help of systems having completely deterministic rules - often models of natural phenomena - has stimulated a lo; of research interest recently. Not that this chaos has no underlying order, but it is of a subtle kind, that has taken a great deal of ingenuity to unravel. In the present thesis, the author introduce a new nonlinear model, a ‘modulated’ logistic map, and analyse it from the view point of ‘deterministic chaos‘.

The population dynamical consequences of density-dependence in fungal plant pathogens

Almost all stages of a plant pathogen life cycle are potentially density dependent. At small scales and short time spans appropriate to a single-pathogen individual, density dependence can be extremely strong, mediated both by simple resource use, changes in the host due to defence reactions and signals between fungal individuals. In most cases, the consequences are a rise in reproductive rate as the pathogen becomes rarer, and consequently stabilisation of the population dynamics; however, at very low density reproduction may become inefficient, either because it is co-operative or because heterothallic fungi do not form sexual spores. The consequence will be historically determined distributions. On a medium scale, appropriate for example to several generations of a host plant, the factors already mentioned remain important but specialist natural enemies may also start to affect the dynamics detectably. This could in theory lead to complex (e.g. chaotic) dynamics, but in practice heterogeneity of habitat and host is likely to smooth the extreme relationships and make for more stable, though still very variable, dynamics. On longer temporal and longer spatial scales evolutionary responses by both host and pathogen are likely to become important, producing patterns which ultimately depend on the strength of interactions at smaller scales.

On the stability of populations of mammals, birds, fish and insects

A key concern for conservation biologists is whether populations of plants and animals are likely to fluctuate widely in number or remain relatively stable around some steady-state value. In our study of 634 populations of mammals, birds, fish and insects, we find that most can be expected to remain stable despite year to year fluctuations caused by environmental factors. Mean return rates were generally around one but were higher in insects (1.09 +/- 0.02 SE) and declined with body size in mammals. In general, this is good news for conservation, as stable populations are less likely to go extinct. However, the lower return rates of the large mammals may make them more vulnerable to extinction. Our estimates of return rates were generally well below the threshold for chaos, which makes it unlikely that chaotic dynamics occur in natural populations - one of ecology's key unanswered questions.