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CHANGELOG.md

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1.16

  • takens_best_estimate now returns three arguments, the estimate plus the upper and lower 95%-confidence limits.

1.15

  • New function transit_time_statistics that allows computing return times and transit times to subsets of the state space. (Currently for discrete systems only)
  • Moved support to Julia 1.5+.

1.14

  • orbitdiagram now allows only collecting states within user-provided limits.

1.13

  • Takens' best estimate method for estimating the correlation dimension is available as takens_best_estimate.

1.12

  • binhist method that returns data histogram and bin edges
  • further optimization of correlationsum for vector εs.

1.11

  • Theiler's correction is now possible in estimating the correlation sum (as a result, norm is now a keyword).

1.10

  • Added method for estimating correlation dimension (and as a pre-requisite, also the correlation sum) based on the method of Grassberger-Proccacia.
  • Added "kernel density nearest neighbor" estimator for probabilistic description of a dataset.

1.9

  • The expansion entropy from Hunt and Ott (defining chaos 2015) is now included as expansionentropy! Thanks and welcome to our new contributor @yuxiliu1995 !

1.8

  • new function testchaos01 which implements the so called "0-1" test for chaos, that can test if a numeric timeseries is chaotic or not.

1.7

  • New function estimate_period that attempts to estimate the period of a signal using the following methods:
    • The autocorrelation function (when it comes close to 1 again)

1.6

  • Implementation of Wernecke, H., Sándor, B. & Gros, C. How to test for partially predictable chaos. Scientific Reports 7, (2017). Thanks and welcome to our new contributor @efosong ! Implemented with the function predictability.

1.5

  • Updated everything to new DiffEqBase 5.0 and the new default integrator (SimpleATsit5)
  • Simplified low-level call signature for poincaresos.
  • Small documentation improvements throughout.

1.4

  • estimate_boxsizes now slightly expands borders if upper and lower do not have 2 orders of magnitude difference.

1.3

  • increased performance of non0hist
  • Documentation improvements

1.2.1

  • Actually fix the issue with poincaresos and states starting on the plane
  • The default of direction had to change to -1. We realized that having 1 was wrong and unintuitive with how the PSOS data is returned and plotted and thus we consider this a bugfix.

1.2

  • allow u0 as keyword in poincaresos

1.1

  • Fixed a bug in poincaresos when the initial condition was on the plane.
  • Allowed poinracesos and produce_orbitdiagram to also configure the keywords of the root finding.

1.0 ≡ 0.13

First major release.

0.13

  • Renamed all low-level methods that were exposed as part of the API to not start with an underscore anymore.
  • Updated everything (REQUIRES etc) to julia 1.0.
  • Added convergence return function for lyapunov exponents.

0.12

BREAKING

  • Dropped support for all julia < 0.7
  • Method for estimating reconstruction dimension now estimate temporal neighbor number to account for reconstruct.
  • Reworked a bit how orbitdiagrams and co. behave. Now if given multiple states it is assumed that each state is for a different parameter. Please read the documentation strings of the functions.

New Features

  • Brand new algorithm that computes poincare sections. Now uses interpolation of DiffEq and root finding of Roots.jl. This gives at least an order of magnitude speedup in produce_orbitdiagram and makes the source code massively more clear!!!
  • It is now possible to choose which variables to save in both discrete and continuous orbit diagrams.
  • Added method to compute mutual information, from A. Kraskov et al., [Phys. Rev. E 69, pp 066138 (2004)]
  • Added method in finding delay time that uses mutual information. At the moment this method is vastly inferior to all others both in speed and in actual results.
  • lyapunovs is 1 to 2 orders of magnitude faster.

0.11

  • Changed gali call signature to be the same as lyapunovs.
  • Bugfixed 1D lyapunov computation
  • Bugfixed set_deviations! for continuous systems
  • Updated for DynamicalSystemsBase 0.10 (using get_state etc.)
  • Significantly reduced code repetition in the source.

v0.9

  • Upgraded poincaresos to work for any arbitrary hyperplane. The call signature had to change to make it work.

v0.8.2

  • Docstring typos fixed
  • Removed aliases from genentropy .

v0.8

  • Methods for estimating Reconstruction parameters moved here.
  • Added Cao's method for estimating dimension.
  • Added methods to find delay time:
    • First minimum
    • First zero
    • Exp. decay
    • Mutual information (NOT exported, needs to be tested and documented)
  • Generalized numericallyapunov to allow choosing Theiler window (and adopted it to new neighborhood function).
  • Keyword method in numericallyapunov changed to

v0.7

Breaking

  • The code for estimating reconstruction parameters was moved to DynamicalSystemsBase.

Non-Breaking

  • Theiler window is now configurable in numericallyapunov.
  • Updated source and documentation for new Reconstruction.
  • Type-stability tests and improvements.

v0.6

This version updates all internals to be on par with DynamicalSystemsBase 0.6

All internal implementations of methods that use a DynamicalSystem have been reworked almost from the ground up.

This lead to (only minor) changes to some of the high level interfaces. Please see the documentation strings of each function before using it.

v0.5.1

Non-breaking

  • Bugfix: gali was invasive in the diff_eq_kwargs

v0.5.0

Breaking

  • Updated everything to be on par with the changes of DynamicalSystemsBase v0.5

Non-breaking

  • Minor bug fixes resulting from misstypos.
  • New method for permutation entropy: permentropy !

v0.4.3

  • Added Broomhead King function
  • Estimate_delay and other functions about reconstructions are now in this repo.

v0.4.1

  • Many bugfixes relating evolution of continuous systems and correct callback propagation.

v0.4.0

Breaking

  • Updated everything to be on par with Base 0.3.1
  • Added more tests
  • Propagate callbacks etc in orbit diagrams

v0.3.0

BREAKING

  • Overhauled the way estimate_boxsizes works.

v0.2.0

  • added method for Poincare surface of section
  • added orbit diagram for maps
  • added production of orbit diagram for flows through Poincare surface of sections

v0.1.0

Initial release, see: https://juliadynamics.github.io/DynamicalSystems.jl/v1.0.0/ for the features up to this point.