The high forecasting complexity of stochastically perturbed periodic orbits limits the ability to distinguish them from chaos

Navendu S. Patil, Joseph P. Cusumano

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


A long-standing question in applications of dynamical systems theory is how to distinguish noisy signals from chaotic steady states. Information-theoretic measures hold promise to resolve this problem. We apply two such measures to numerically computed phase-space trajectories of continuous-state nonlinear oscillators: forecasting or statistical complexity, which quantifies the minimum memory required for the optimal prediction of discrete observables, and the entropy rate, which quantifies their intrinsic unpredictability. We estimate empirical generating partitions to obtain discrete observables faithfully representing continuous-state chaotic time series. We focus on the problem of distinguishing stochastically perturbed periodic orbits from chaotic attractors that exist at nearby parameter values, in a region of the parameter space where a strange invariant set exists. We find that a stochastically perturbed, stable, high-period (p= 15) orbit of a periodically driven Duffing oscillator admits high values of both information measures, making it difficult to distinguish it from chaotic states at adjacent parameters, even with small noise. However, for a low-period (p= 3) orbit, such a distinction becomes easier, as both measures admit considerably lower values compared to a chaotic attractor at a nearby parameter. Furthermore, the forecasting complexity of the selected periodic orbits increases with noise as they undergo a transition to “noise-induced chaos.” For sufficiently high noise levels, our ability to distinguish chaos from noise depends on model-order selection when estimating forecasting complexity and also on the exact choice of discrete observables used to encode phase-space trajectories.

Original languageEnglish (US)
Pages (from-to)697-712
Number of pages16
JournalNonlinear Dynamics
Issue number2
StatePublished - Oct 2020

All Science Journal Classification (ASJC) codes

  • Mechanical Engineering
  • Aerospace Engineering
  • Ocean Engineering
  • Applied Mathematics
  • Electrical and Electronic Engineering
  • Control and Systems Engineering


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