Distinguishing between classes of time series sampled from dynamic systems is a common challenge in systems and control engineering, for example in the context of health monitoring, fault detection, and quality control. The challenge is increased when no underlying model of a system is known, measurement noise is present, and long signals need to be interpreted. In this paper we address these issues with a new non parametric classifier based on topological signatures. Our model learns classes as weighted kernel density estimates (KDEs) over persistent homology diagrams and predicts new trajectory labels using Sinkhorn divergences on the space of diagram KDEs to quantify proximity. We show that this approach accurately discriminates between states of chaotic systems that are close in parameter space, and its performance is robust to noise.
Abstract Recurrence is a fundamental property of dynamical systems, which can be exploited to characterise the system's behaviour in phase space. A powerful tool for their visualisation and analysis called recurrence plot was introduced in the late 1980's. This report is a comprehensive overview covering recurrence based methods and their applications with an emphasis on recent developments. After a brief outline of the theory of recurrences, the basic idea of the recurrence plot with its variations is presented. This includes the quantification of recurrence plots, like the recurrence quantification analysis, which is highly effective to detect, e. g., transitions in the dynamics of systems from time series. A main point is how to link recurrences to dynamical invariants and unstable periodic orbits. This and further evidence suggest that recurrences contain all relevant information about a system's behaviour. As the respective phase spaces of two systems change due to coupling, recurrence plots allow studying and quantifying their interaction. This fact also provides us with a sensitive tool for the study of synchronisation of complex systems. In the last part of the report several applications of recurrence plots in economy, physiology, neuroscience, earth sciences, astrophysics and engineering are shown. The aim of this work is to provide the readers with the know how for the application of recurrence plot based methods in their own field of research. We therefore detail the analysis of data and indicate possible difficulties and pitfalls. We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence of nearby orbits in phase space. A system with one or more positive Lyapunov exponents is defined to be chaotic. Our method is rooted conceptually in a previously developed technique that could only be applied to analytically defined model systems: we monitor the long-term growth rate of small volume elements in an attractor. The method is tested on model systems with known Lyapunov spectra, and applied to data for the Belousov-Zhabotinskii reaction and Couette-Taylor flow.