Cycling Signatures: Identifying Oscillations from Time Series using Algebraic Topology

Recurrence is a fundamental characteristic of complicated deterministic dynamical systems. Understanding its structure is challenging, especially if the system of interest has many degrees of freedom so that visualizations of trajectories are of limited use. To analyze recurrent phenomena, we propose a computational method to identify oscillations and the transitions between them. To this end, we introduce the concept of cycling signature, which is a topological descriptor of a trajectory segment. The advantage of a topological approach, in particular in an application setting, is that it is robust to noise. Cycling signatures are computable from data and provide a comprehensive global description of oscillations through their statistics over many trajectory segments. We demonstrate this through three examples. In particular, we identify and analyze six oscillations in a four-dimensional system with a hyperchaotic attractor.
Comment: main paper: 11 pages, 7 figures; appendix: 9 pages, 8 figures