GenAIDevTOProd commited on
Commit
35e0f5d
Β·
verified Β·
1 Parent(s): 539403c

Create readme.md

Browse files
Files changed (1) hide show
  1. readme.md +71 -0
readme.md ADDED
@@ -0,0 +1,71 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Chaos Classifier: Logistic Map Regime Detection via 1D CNN
2
+
3
+ This model classifies time series sequences generated by the **logistic map** into one of three dynamical regimes:
4
+
5
+ - `0` β†’ Stable (converges to a fixed point)
6
+ - `1` β†’ Periodic (oscillates between repeating values)
7
+ - `2` β†’ Chaotic (irregular, non-repeating behavior)
8
+
9
+ The goal is to simulate **financial market regimes** using a controlled chaotic system and train a model to learn phase transitions directly from raw sequences.
10
+
11
+ ---
12
+
13
+ ## Motivation
14
+
15
+ Financial systems often exhibit regime shifts: stable growth, cyclical trends, and chaotic crashes.
16
+ This model uses the **logistic map** as a proxy to simulate such transitions and demonstrates how a neural network can classify them.
17
+
18
+ ---
19
+
20
+ ## Data Generation
21
+
22
+ Sequences are generated from the logistic map equation:
23
+
24
+ \[
25
+ x_{n+1} = r \cdot x_n \cdot (1 - x_n)
26
+ \]
27
+
28
+ Where:
29
+ - `xβ‚€ ∈ (0.1, 0.9)` is the initial condition
30
+ - `r ∈ [2.5, 4.0]` controls behavior
31
+
32
+ Label assignment:
33
+ - `r < 3.0` β†’ Stable (label = 0)
34
+ - `3.0 ≀ r < 3.57` β†’ Periodic (label = 1)
35
+ - `r β‰₯ 3.57` β†’ Chaotic (label = 2)
36
+
37
+ ---
38
+
39
+ ## Model Architecture
40
+
41
+ A **1D Convolutional Neural Network (CNN)** was used:
42
+
43
+ - `Conv1D β†’ BatchNorm β†’ ReLU` Γ— 2
44
+ - `GlobalAvgPool1D`
45
+ - `Linear β†’ Softmax (via CrossEntropyLoss)`
46
+
47
+ Advantages of 1D CNN:
48
+ - Captures **local temporal patterns**
49
+ - Learns **wave shapes and jitters**
50
+ - Parameter-efficient vs. MLP
51
+
52
+ ---
53
+
54
+ ## Performance
55
+
56
+ Trained on 500 synthetic sequences (length = 100), test accuracy reached:
57
+
58
+ - **98–99% accuracy**
59
+ - Smooth convergence
60
+ - Robust generalization
61
+ - Confusion matrix showed near-perfect stability detection and strong chaos/periodic separation
62
+
63
+ ---
64
+
65
+ ## Inference Example
66
+
67
+ You can generate a prediction by passing an `r` value:
68
+
69
+ ```python
70
+ predict_regime(3.95, model, scaler, device)
71
+ # Output: Predicted Regime: Chaotic (Class 2)