Estimating positive largest Lyapunov exponents from data is comparatively natural because neighboring trajectories separate, whereas stable dynamics require resolving contraction before measurement noise or finite precision erases the signal. We introduce a period-aware forecast-error contraction procedure for estimating a dominant negative Lyapunov exponent from ensembles of short scalar trajectories without using governing equations or an analytical Jacobian. A k-nearest-neighbor predictor is trained on trajectory histories, the geometric-mean absolute forecast error is evaluated at phase-consistent horizons, and the exponent is obtained from the slope of the logarithmic error profile. Unlike data-driven approaches that reconstruct local evolution matrices or differentiate a learned surrogate, the proposed method extracts the contraction rate directly from out-of-sample forecast errors. Two adaptations are essential: the forecast step is synchronized with the detected orbit period, and candidate slopes are accepted only when they form a stable consensus across several transient lengths. On the logistic map, the method recovers 92 of 112 negative-exponent parameter values with a mean absolute error of 0.0253 and $R^2=0.886$. On a two-dimensional map without fixed points, independent scalar pipelines based on the three observables $x_n$, $y_n$, and $z_n$ give mean absolute errors of 0.00879--0.01145 and $R^2=0.983$--$0.986$. Because the estimation stage uses only observed trajectories, the framework provides a basis for repeated-relaxation experiments in which short sensor responses are available but the governing equations and analytical Jacobian are unknown. Experimental validation remains a subject of future work.
Largest Lyapunov exponents (LLEs) quantify exponential sensitivity, but data-driven estimates are often obtained from finite-precision trajectories. We show that increasing the length of a single reduced-precision chaotic record can eventually degrade a forecast-error LLE estimate. Using the logistic map at r=4, an ESP...
We study the reconstruction of an unknown dynamical system from a single noisy scalar time series. The goal is to recover the underlying dynamics for forecasting. We introduce a method that uses differential embedding coordinates to identify a rational closure of the embedding dynamics directly from data. The closure i...
Fractional calculus is a powerful framework for modeling nonlocal behavior in complex systems. However, the identification of fractional dynamics from measured time series remains challenging, as most existing approaches require knowledge of the underlying governing equations. In this work, we propose a data-driven dia...
We study the approximation of dynamical systems by semi-autonomous neural ordinary differential equations (SA-NODEs) over long time horizons. For a single network trained on the whole horizon, the available error bound deteriorates double exponentially in the horizon length. We develop two training strategies that avoi...
ABSTRACT Reliable 24–48 hr long-term wind-speed forecasts are critical for the safe operation of energy systems. Wind variability is shaped by chaotic dynamics and predictability limits, motivating chaos-aware modeling of Weather Research and Forecasting (WRF) outputs. This paper proposes a double-stage modeling method...
Zhu Duan, Hui Liu, N. Nikitas· International Journal of Gre...· 0 citations
This paper proposes an uncertainty-quantified surrogate framework for ordinary differential equations (ODEs) based on ensembles of extreme learning machines (ELMs). The method constructs M=100 independently randomized ELM surrogates for a given ODE trajectory, uses the ensemble mean as the predictor, and defines a poin...
S. A. Sheikh, L. Wani· Mathematics· 0 citations
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