Symbolic diffusion entropy rate of chaotic time series as a surrogate measure for the largest Lyapunov exponent

Phys Rev E. 2019 Sep;100(3-1):032221. doi: 10.1103/PhysRevE.100.032221.

Abstract

Existing methods for estimating the largest Lyapunov exponent from a time series rely on the rate of separation of initially nearby trajectories reconstructed from the time series in phase space. According to Ueda, chaotic dynamical behavior is viewed as a manifestation of random transitions between unstable periodic orbits in a chaotic attractor, which are triggered by perturbations due to experimental observation or the roundoff error characteristic of the computing machine, and consequently consists of a sequence of piecewise deterministic processes instead of an entirely deterministic process. Chaotic trajectories might have no physical reality. Here, we propose a mathematical method for estimating a surrogate measure for the largest Lyapunov exponent on the basis of the random diffusion of the symbols generated from a time series in a chaotic attractor, without resorting to initially nearby trajectories. We apply the proposed method to numerical time series generated by chaotic flow models and verify its validity.