We integrate machine learning approaches with nonlinear time series analysis, specifically utilizing recurrence measures to classify various dynamical states emerging from time series. We implement three machine learning algorithms: Logistic Regression, Random Forest, and Support Vector Machine for this study. The input features are derived from the recurrence quantification of nonlinear time series and characteristic measures of the corresponding recurrence networks. For training and testing, we generate synthetic data from standard nonlinear dynamical systems and evaluate the efficiency and performance of the machine learning algorithms in classifying time series into periodic, chaotic, hyperchaotic, or noisy categories. Additionally, we explore the significance of input features in the classification scheme and find that the features quantifying the density of recurrence points are the most relevant. Furthermore, we illustrate how the trained algorithms can successfully predict the dynamical states of two variable stars, SX Her and AC Her, from the data of their light curves. We also indicate how the algorithms can be trained to classify data from discrete systems.
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