Full Lyapunov Exponents spectrum with Deep Learning from single-variable time series

Abstract

In this article we study if a Deep Learning technique can be used to obtain an approximated value of the Lyapunov exponents of a dynamical system. Moreover, we want to know if Machine Learning techniques are able, once trained, to provide the complete Lyapunov exponents spectrum with just single-variable time series. We train a Convolutional Neural Network and we use the resulting network to approximate the complete spectrum using the time series of just one variable from the studied systems (Lorenz system and coupled Lorenz system). The results are quite stunning as all the values are well approximated with only partial data. This strategy permits to speed up the complete analysis of the systems and also to study the hyperchaotic dynamics in the coupled Lorenz system.