Classification of chaotic time series with deep learning


Type
Article
Change log
Authors
Boullé, N 
Dallas, V 
Nakatsukasa, Y 
Samaddar, D 
Abstract

We use standard deep neural networks to classify univariate time series generated by discrete and continuous dynamical systems based on their chaotic or non-chaotic behaviour. Our approach to circumvent the lack of precise models for some of the most challenging real-life applications is to train different neural networks on a data set from a dynamical system with a basic or low-dimensional phase space and then use these networks to classify univariate time series of a dynamical system with more intricate or high-dimensional phase space. We illustrate this generalisation approach using the logistic map, the sine-circle map, the Lorenz system, and the Kuramoto–Sivashinsky equation. We observe that a convolutional neural network without batch normalisation layers outperforms state-of-the-art neural networks for time series classification and is able to generalise and classify time series as chaotic or not with high accuracy.

Description
Keywords
Dynamical systems, Chaos, Deep learning, Time series, Classification
Journal Title
Physica D: Nonlinear Phenomena
Conference Name
Journal ISSN
0167-2789
1872-8022
Volume Title
403
Publisher
Elsevier BV