Identifying chaotic dynamics in noisy time series through multimodal deep neural networks

Abstract

Chaos detection is the problem of identifying whether a series of measurements is being sampled from an underlying set of chaotic dynamics. The unavoidable presence of measurement noise significantly affects the performance of chaos detectors, as discerning chaotic dynamics from stochastic signals becomes more challenging. This paper presents a computationally efficient multimodal deep neural network tailored for chaos detection by combining information coming from the analysis of time series, recurrence plots and spectrograms. The proposed approach is the first one suitable for multi-class classification of chaotic systems while being robust with respect to measurement noise, and is validated on a dataset of 15 different chaotic and non-chaotic dynamics subject to white, pink or brown colored noise.