| # Chaos Classifier: Logistic Map Regime Detection via 1D CNN |
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| This model classifies time series sequences generated by the **logistic map** into one of three dynamical regimes: |
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| - `0` β Stable (converges to a fixed point) |
| - `1` β Periodic (oscillates between repeating values) |
| - `2` β Chaotic (irregular, non-repeating behavior) |
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| 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. |
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| ## Motivation |
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| Financial systems often exhibit regime shifts: stable growth, cyclical trends, and chaotic crashes. |
| This model uses the **logistic map** as a proxy to simulate such transitions and demonstrates how a neural network can classify them. |
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| ## Data Generation |
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| Sequences are generated from the logistic map equation: |
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| \[ |
| x_{n+1} = r \cdot x_n \cdot (1 - x_n) |
| \] |
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| Where: |
| - `xβ β (0.1, 0.9)` is the initial condition |
| - `r β [2.5, 4.0]` controls behavior |
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| Label assignment: |
| - `r < 3.0` β Stable (label = 0) |
| - `3.0 β€ r < 3.57` β Periodic (label = 1) |
| - `r β₯ 3.57` β Chaotic (label = 2) |
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| ## Model Architecture |
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| A **1D Convolutional Neural Network (CNN)** was used: |
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| - `Conv1D β BatchNorm β ReLU` Γ 2 |
| - `GlobalAvgPool1D` |
| - `Linear β Softmax (via CrossEntropyLoss)` |
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| Advantages of 1D CNN: |
| - Captures **local temporal patterns** |
| - Learns **wave shapes and jitters** |
| - Parameter-efficient vs. MLP |
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| ## Performance |
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| Trained on 500 synthetic sequences (length = 100), test accuracy reached: |
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| - **98β99% accuracy** |
| - Smooth convergence |
| - Robust generalization |
| - Confusion matrix showed near-perfect stability detection and strong chaos/periodic separation |
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| ## Inference Example |
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| You can generate a prediction by passing an `r` value: |
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| ```python |
| predict_regime(3.95, model, scaler, device) |
| # Output: Predicted Regime: Chaotic (Class 2) |
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