Reconstruction of the parameter spaces of dynamical systems

Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems

It has been shown that a permutation can uniquely identify the joint set of an initial condition and a non-autonomous external force realization added to the deterministic system in given time series data. We demonstrate that our results can be applied to time series forecasting as well as the estimation of common external forces. Thus, permutations provide a convenient description for a time series data set generated by non-autonomous dynamical systems.

Reconstructing latent dynamical noise for better forecasting observables

I propose a method for reconstructing multi-dimensional dynamical noise inspired by the embedding theorem of Muldoon et al. [Dyn. Stab. Syst. 13, 175 (1998)] by regarding multiple predictions as different observables. Then, applying the embedding theorem by Stark et al. [J. Nonlinear Sci. 13, 519 (2003)] for a forced system, I produce time series forecast by supplying the reconstructed past dynamical noise as auxiliary information. I demonstrate the proposed method on toy models driven by auto-regressive models or independent Gaussian noise.

Random dynamical models from time series

In this work we formulate a consistent Bayesian approach to modeling stochastic (random) dynamical systems by time series and implement it by means of artificial neural networks. The feasibility of this approach for both creating models adequately reproducing the observed stationary regime of system evolution, and predicting changes in qualitative behavior of a weakly nonautonomous stochastic system, is demonstrated on model examples. In particular, a successful prognosis of stochastic system behavior as compared to the observed one is illustrated on model examples, including discrete maps disturbed by non-Gaussian and nonuniform noise and a flow system with Langevin force.

Slow-time changes in human EMG muscle fatigue states are fully represented in movement kinematics

The ability to identify physiologic fatigue and related changes in kinematics can provide an important tool for diagnosing fatigue-related injuries. This study examined an exhaustive cycling task to demonstrate how changes in movement kinematics and variability reflect underlying changes in local muscle states. Motion kinematics data were used to construct fatigue features. Their multivariate analysis, based on smooth orthogonal decomposition, was used to reconstruct physiological fatigue. Two different features composed of (1) standard statistical metrics (SSM), which were a collection of standard long-time measures, and (2) phase space warping (PSW)-based metrics, which characterized short-time variations in the phase space trajectories, were considered. Movement kinematics and surface electromyography (EMG) signals were measured from the lower extremities of seven highly trained cyclists as they cycled to voluntary exhaustion on a stationary bicycle. Mean and median frequencies from the EMG time series were computed to measure the local fatigue dynamics of individual muscles independent of the SSM- and PSW-based features, which were extracted solely from the kinematics data. A nonlinear analysis of kinematic features was shown to be essential for capturing full multidimensional fatigue dynamics. A four-dimensional fatigue manifold identified using a nonlinear PSW-based analysis of kinematics data was shown to adequately predict all EMG-based individual muscle fatigue trends. While SSM-based analyses showed similar dominant global fatigue trends, they failed to capture individual muscle activities in a low-dimensional manifold. Therefore, the nonlinear PSW-based analysis of strictly kinematic time series data directly predicted all of the local muscle fatigue trends in a low-dimensional systemic fatigue trajectory. These results provide the first direct quantitative link between changes in muscle fatigue dynamics and resulting changes in movement kinematics.

Reconstructing slow-time dynamics from fast-time measurements

This paper considers a dynamical system subjected to damage evolution in variable operating conditions to illustrate the reconstruction of slow-time (damage) dynamics using fast-time (vibration) measurements. Working in the reconstructed fast-time phase space, phase space warping-based feature vectors are constructed for slow-time damage identification. A subspace of the feature space corresponding to the changes in the operating conditions is identified by applying smooth orthogonal decomposition (SOD) to the initial set of feature vectors. Damage trajectory is then reconstructed by applying SOD to the feature subspace not related to the changes in the operating conditions. The theory is validated experimentally using a vibrating beam, with a variable nonlinear potential field, subjected to fatigue damage. It is shown that the changes in the operating condition (or the potential field) can be successfully separated from the changes caused by damage (or fatigue) accumulation and SOD can identify the slow-time damage trajectory.