Document Type


Date of Degree

Spring 2011

Degree Name

PhD (Doctor of Philosophy)

Degree In

Industrial Engineering

First Advisor

Kusiak, Andrew

First Committee Member

Schnell, Thomas

Second Committee Member

Thomas, Geb

Third Committee Member

Ratner, Albert

Fourth Committee Member

Hourcade, Juan Pablo


Accurate prediction and control pervades domains such as engineering, physics, chemistry, and biology. Often, it is discovered that the systems under consideration cannot be well represented by linear, periodic nor random data. It has been shown that these systems exhibit deterministic chaos behavior. Deterministic chaos describes systems which are governed by deterministic rules but whose data appear to be random or quasi-periodic distributions.

Deterministically chaotic systems characteristically exhibit sensitive dependence upon initial conditions manifested through rapid divergence of states initially close to one another. Due to this characterization, it has been deemed impossible to accurately predict future states of these systems for longer time scales. Fortunately, the deterministic nature of these systems allows for accurate short term predictions, given the dynamics of the system are well understood. This fact has been exploited in the research community and has resulted in various algorithms for short term predictions.

Detection of normality in deterministically chaotic systems is critical in understanding the system sufficiently to able to predict future states. Due to the sensitivity to initial conditions, the detection of normal operational states for a deterministically chaotic system can be challenging. The addition of small perturbations to the system, which may result in bifurcation of the normal states, further complicates the problem. The detection of anomalies and prediction of future states of the chaotic system allows for greater understanding of these systems.

The goal of this research is to produce methodologies for determining states of normality for deterministically chaotic systems, detection of anomalous behavior, and the more accurate prediction of future states of the system. Additionally, the ability to detect subtle system state changes is discussed. The dissertation addresses these goals by proposing new representational techniques and novel prediction methodologies. The value and efficiency of these methods are explored in various case studies.

Presented is an overview of chaotic systems with examples taken from the real world. A representation schema for rapid understanding of the various states of deterministically chaotic systems is presented. This schema is then used to detect anomalies and system state changes. Additionally, a novel prediction methodology which utilizes Lyapunov exponents to facilitate longer term prediction accuracy is presented and compared with other nonlinear prediction methodologies. These novel methodologies are then demonstrated on applications such as wind energy, cyber security and classification of social networks.


Anomaly, Chaos, Deterministic, Ergodicity, Nonlinear, Normality


viii, 139 pages


Includes bibliographical references (pages 134-139).


Copyright 2011 Joseph John Engler