Attractor Reconstruction

Correlation dimension, Lyapunov exponent, attractor filling
dynamicaldim phase space7 metrics

What It Measures

The dimension and divergence rate of the signal's phase-space attractor.

Delay-embeds the time series (at dimensions 2 through 8 for correlation dimension, up to 10 for Lyapunov exponent) using the first zero-crossing of the autocorrelation as the lag. In this reconstructed space, applies Grassberger-Procaccia to estimate the correlation dimension D2 (how many dimensions the attractor fills) and Rosenstein's method to estimate the maximum Lyapunov exponent (how fast nearby trajectories diverge).

Metrics

correlation_dimension

How many effective dimensions does the attractor fill? Collatz Stopping Times leads at 4.22: its complex branching dynamics fill a roughly 4D manifold. Neural Net Dense (4.02) and ECG Supraventricular (4.01) are similarly high-dimensional. The Lorenz attractor sits around 2.05 (textbook D2 for the Lorenz system). Constants and Fibonacci Word score 0.0 — degenerate point or 1D attractors.

d2_saturation

Does the dimension estimate converge as you increase the embedding dimension? Champernowne (0.997) and Triangle Wave (0.997) saturate immediately — their low intrinsic dimension is captured at the lowest embedding. Collatz Parity scores 0.0 (dimension never converges, suggesting the signal doesn't live on a finite-dimensional manifold). High saturation means you can trust the D2 estimate; low saturation means the attractor is higher-dimensional than the embedding can capture.

filling_ratio

What fraction of the embedding space does the trajectory actually visit? Dice Rolls (0.994) and XorShift32 (0.982) fill almost all of it — they're space-filling in delay coordinates. Logistic Period-2 scores 0.002 (the trajectory visits only two points in any embedding). This separates low-dimensional attractors from space-filling noise.

lyapunov_max

The maximum Lyapunov exponent: how fast do nearby trajectories diverge? Positive means chaos (exponential separation), zero means periodic or quasiperiodic, negative means contracting. Henon Near-Crisis leads at 0.106: it's on the edge of destruction, with maximum divergence. Financial returns (Nikkei -0.003, NYSE -0.0003) are slightly negative — they're mean-reverting on short timescales.

trajectory_smoothness

Smoothness of the reconstructed trajectory in delay space. Not yet in the atlas — recently added.

Atlas Rankings

correlation_dimension
SourceDomainValue
Gaussian Noisenoise4.2985
Network Packet Sizesbinary4.2382
Shuffled Blocksexotic4.2177
···
Mian-Chowlanumber_theory0.0000
Fibonacci Wordexotic0.0000
Pell Wordexotic0.0000
d2_saturation
SourceDomainValue
Logistic r=3.5 (Period-4)chaos0.9974
Damped Pendulummotion0.9972
Triangle Wavewaveform0.9972
···
Mian-Chowlanumber_theory0.0000
Fibonacci Wordexotic0.0000
Pell Wordexotic0.0000
filling_ratio
SourceDomainValue
Dice Rollsexotic0.9938
Euler-Mascheroni γ Digitsnumber_theory0.9830
ChaCha20binary0.9829
···
Logistic r=3.5 (Period-4)chaos0.0020
Logistic r=3.2 (Period-2)chaos0.0020
Logistic r=3.83 (Period-3 Window)chaos0.0029
kaplan_yorke_dim
SourceDomainValue
Shuffled Blocksexotic6.0000
MFPT Outer Racebearing6.0000
MFPT Normalbearing5.9686
···
Sine Map (Feigenbaum)chaos0.0000
Triangle Wavewaveform0.0000
Sine Wavewaveform0.3953
lyap_entropy
SourceDomainValue
Fibonacci Tight-Bindingquantum5.0000
Anderson 1D Localizedquantum4.5984
Aubry-André Criticalquantum3.5017
···
Sine Map (Feigenbaum)chaos0.0000
Triangle Wavewaveform0.0000
Sine Wavewaveform0.0001
lyap_sum
SourceDomainValue
Anderson 1D Localizedquantum4.2021
Aubry-André Criticalquantum3.5017
ECG Beat Conformitymedical2.6414
···
Sandpileexotic-19.6113
ECG Fusionmedical-19.4862
Collatz Flightsnumber_theory-19.4048
lyapunov_max
SourceDomainValue
Tent Mapchaos0.5712
von Mangoldt Functionnumber_theory0.5361
Logistic r=3.9 (Near-Full Chaos)chaos0.4859
···
LIGO Livingstonastro0.0000
Bzip2 (level 1)binary0.0000
Thue-Morseexotic0.0000

When It Lights Up

Attractor Reconstruction provides the classic chaos diagnostic: positive Lyapunov with finite correlation dimension means deterministic chaos. The framework uses it alongside Gottwald-Melbourne (which doesn't need embedding) as a cross-check. In the atlas, correlation_dimension separates the dynamical view's low-dimensional chaos cluster (D2 = 2-4: Lorenz, Rossler, Henon) from noise (D2 saturates at embedding dimension) and periodicity (D2 = 1). The filling_ratio metric complements this by detecting whether the trajectory is confined to a manifold or fills the space uniformly.

Open in Atlas
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