Celestial Mechanics and Dynamical Astronomy (2021) 133:38

https://doi.org/10.1007/s10569-021-10036-6

ORIGINAL ARTICLE

Chaos identification through the autocorrelation function

indicator (ACFI)

V. Carruba1 · S. Aljbaae2 · R. C. Domingos3 · M. Huaman4 · W. Barletta1

Received: 5 March 2021 / Revised: 12 July 2021 / Accepted: 21 July 2021 /

Published online: 12 August 2021
© The Author(s), under exclusive licence to Springer Nature B.V. 2021, corrected publication 2021

Abstract
Chaotic motion affecting small bodies in the Solar system can be caused by close encounters
or collisions or by resonance overlapping. Chaotic motion can be detected using approaches
that measure the separation rate of trajectories that starts infinitesimally close or changes
in the frequency power spectrum of time series, among others. In this work, we introduce
an approach based on the autocorrelation function of time series, the ACF index (ACFI).
Autocorrelation coefficients measure the correlation of a time series with a lagged copy of
itself. By measuring the fraction of autocorrelation coefficients obtained after a given time lag
that are higher than the 5% null hypothesis threshold, we can determine how the time series
autocorrelates with itself. This allows identifying unpredictable time series, characterized by
low values of ACFI. Applications of ACFI to orbital regions affected by both types of chaos
show that this method can correctly identify chaotic motion caused by resonance overlapping,
but it is mostly blind to close encounters induced chaos. ACFI could be used in these regions
to select the effects of resonance overlapping.

Keywords Celestial mechanics · Asteroid belt · Chaotic motions · Statistical methods

1 Introduction

Chaotic motion affects the orbits of small bodies all over the Solar system. Chaos, i.e., the
inability to predict the long-term evolution of an orbit when small differences in the initial
conditions are considered, may be caused in the Solar system by impulsive and short-leaved
events, such as close encounters or collisions with planets (Knežević and Milani 2003),

B V. Carruba
valerio.carruba@unesp.br
1 School of Natural Sciences and Engineering, São Paulo State University (UNESP), Guaratinguetá,
SP 12516-410, Brazil
2 Division of Space Mechanics and Control, National Space Research Institute (INPE), C.P. 515, São
José dos Campos, SP 12227-310, Brazil
3 São Paulo State University (UNESP), São João da Boa Vista, SP 13876-750, Brazil
4 Universidad Tecnológica del Perú (UTP), Cercado de Lima, 15046 Lima, Perú

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dwarf planets or massive asteroids (Laskar et al. 2011), or by long-term dynamical effects
caused by resonances overlapping (see Quillen 2002; Deck et al. 2013 and reference therein).
Examples of chaotic motion for small bodies in the Solar system can be found among the
asteroids in the Veritas asteroid family, many of which are affected by three-body resonances
with Jupiter and Saturn (Milani et al. 1997), in the dynamically stable island occupied by
the Phocaea asteroid family (Knežević and Milani 2003), where we observe the presence of
chaos induced by both close encounters with Mars and mean-motion dynamics, and among
the trans-neptunian objects (TNO) (see Smullen and Volk 2020 for one of the latest reviews
on local dynamics), where, again, close encounters and mean-motion with Neptune produce
chaos on the orbits of some of the local TNOs, among others.
Several methods have been introduced to identify chaos in small bodies dynamics, each
with its own set of advantages and disadvantages. Among these methods, we list the Lyapunov
characteristics exponents (LE, Benettin et al. 1980; Skokos 2010), the Relative Lyapunov
Indicator (RLI, Sándor et al. 2004; Sándor and Maffione 2015), the Smaller Alignment Index
(SALI, Skokos et al. 2004, 2016), the Generalized Alignment Index (GALI, Skokos et al.
2007, the Fast Lyapunov Indicator (FLI, Froeschlé and Lega 2000; Lega et al. 2016; Barrio
2016), the 0–1 test (Gottwald and Melbourne (2016) and reference therein), the reversibility
error method (REM, Panichi et al. 2017 and reference therein), the Mean Exponential Growth
factor of Nearby Orbits (MEGNO, Cincotta and Simó 2000; Cincotta and Giordano 2016),
and the frequency analysis method (FAM, Laskar 1990). Interested readers can find more
details on these approaches in Maffione et al. (2011), and references therein. Applications of
SALI and GALI in dynamical astronomy mostly focused on problems of galactic dynamics
(Manos and Athanassoula 2011). Since we are interested in problems involving small bodies
in the Solar system, here we will concentrate on FLI, MEGNO, and FAM, which are some
of the most commonly used indicators for these kinds of problems. The theory behind these
approaches and references related to applications of these methods to small bodies dynamics
will be reviewed in Sect. 2.
The main goal of this paper is to investigate the use of a different approach for detecting
chaotic dynamics among small bodies. In quantum computing, fidelity, which is a measure
of the “closeness of two quantum states,” has been used in the past to detect chaotic behavior
(Frahm et al. 2004; Pellegrini and Montangero 2007; Lewis-Swan et al. 2019). For instance,
Pellegrini and Montangero (2007) computed fidelity values for quantum pure states in chaotic
and integrable dynamics in the sawtooth map. In general, fidelity started from one, decayed
up to a saturation value, and then oscillated around it. For chaotic dynamics, the saturation
value was much closer to zero than for integrable systems, allowing to distinguish between
the two types of behavior.
However, no similar method, to our knowledge, has so far been used to detect chaos in the
dynamics of small bodies. Here, we turn our attention to a related concept that involves the
use of the autocorrelation function. The correlation coefficient R between two time series, as
defined by Pearson (1895), measures how strong the relationship between the two series is.
Strongly correlated series have values of R close to 1, anti-correlated series have R close to
−1, and uncorrelated series have R  0.1 The autocorrelation function (ACF) can be obtained
by computing values of R for the series with a lagged copy of itself. Essentially, values of
R are computed for the series at lag 0 with respect to the series at lag 1, 2, etc. ACF shows
a spectrum of values of R associated with different time lags. For strongly autocorrelated
time series, most values of R will be close to 1. Unpredictable series, like white noise,
would show most of R values close to 0, after some appropriate time delay. Based on these

1 With respect to quantum fidelity, R can assume negative values for anti-correlated series.

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considerations, we can measure the self-similarity of a time series by counting the fraction
of autocorrelation coefficients that are higher than the 5% value, the level usually used for
autoregressive functions to define the null hypothesis of negligible correlation, after some
time delay. The time delay after which to consider the autocorrelation coefficients is a free
parameter of this method. The effect of changing this parameters and the null hypothesis
level will be investigated in more detail later in the next section and in “Appendix A.” We
call this new method ACFI: autocorrelation function index.
In this work, we will apply ACFI first to the well-known Hénon–Heiles dynamical system
(Skokos et al. 2016), to better understand its properties, and then to the three regions affected
by chaotic motion discussed in this introduction, and compare its outcome to those of FLI,
MEGNO and FAM. An analysis of the advantages and disadvantages of this approach will be
then performed, based on the results of our numerical simulations. We will start our analysis
by reviewing the theory behind the chaotic indicators used in this paper.

2 Methods

The first step to investigate chaotic dynamics is to obtain synthetic proper elements of real
and simulated orbits. Synthetic proper elements are quantities constant over timescales of
millions of years in conservative dynamics, obtained through a Fourier analysis of time series
of equinoctial elements, as described in Knežević and Milani (2003). Dynamical maps are
values of synthetic proper elements of test particles, usually computed over a uniform grid
in the initial osculating orbital elements (Carruba 2010). In the domain of synthetic proper
elements, mean-motion resonances will appear as vertical strips of dislocated particles, while
particles on regular orbits will maintain the shape of the original grid.
Fast Lyapunov exponents indicators (FLI) are often used for the detection of chaotic
motion. This approach was originally introduced by Froeschlé et al. (1997) and modified by
Froeschlé and Lega (2000) that introduced a computationally cheaper definition. The FLI
of a dynamical system measures the separation rate of trajectories that starts infinitesimally
close. Quantitatively, assuming that we can treat the divergence of two near trajectories with
a linearized approximation, if δ(t) = |v(t)| is the length of a deviation vector, the initial
separation vector δ0 diverges at a rate given by:

δ(t)  eλ L t δ0 , (1)

where λ L is the Lyapunov exponent. A large Lyapunov exponent is an indication that the
system is chaotic, and that small differences in initial conditions will lead to largely different
outcomes. Here, we compute values of Lyapunov exponents using the SWIFTLYAP2 integra-
tor from the SWIFT package (Levison and Duncan 1994). This code solves the variational
equations of motion and allows to compute Lyapunov exponents with a precision of a factor
of 2, when compared to values publicly available at the Asteroid Dynamics Site (AstDyS,
http://hamilton.dm.unipi.it/ast\discretionary-dys, Knežević and Milani 2003). For our inte-
grations with this code, we used a time step of 20 days, an integration length of 600,000 years,
and an initial vector separation of 10−8 . We integrated minor bodies as massless particles,
under the gravitational influence of all planets from Mercury to Neptune.
The Mean Exponential Growth factor of Nearby Orbits (MEGNO) indicator was first
introduced for continuous-time systems by Cincotta and Simó (2000). It was defined as:
 ˙
2 t δ(s)
Y (t) = sds. (2)
t 0 δ(s)

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It is two times the average weighted over time of the relative divergence of orbits, and it
allows to clearly discriminate between chaotic, Kolmogorov–Arnold–Moser (KAM) regular
and resonantly regular orbits. The expression for the time-discrete version was introduced
by Cincotta et al. (2003) through the expression:

 
2
t
δ(k)
Y (t) = k ln . (3)
t δ(k − 1)
0

Mestre et al. (2011) investigated the analytical connections and links between FLI and
MEGNO and discussed the advantages and shortcomings of both methods. Interested read-
ers can find more information on the subject in that paper. Here, we computed values of
MEGNO using the approach described in Eq. (3) and results from the previous integration
with SWIFT_LYAP2.
An approach to chaos detection not based on the integration of the linearized equation of
motion is the frequency analysis method (FAM) of Laskar (1990). FAM operates by analyzing
changes in the frequency power spectrum of appropriate combinations of time series of orbital
elements. For instance, Carruba et al. (2004) studied changes in the precession frequencies
of the liberation of ω for irregular satellites in Kozai states. By performing Fourier transform
with the frequency-modified Fourier transform method (FMFT), with quadratic corrections
(Sidlichovský and Nesvorný 1997), of e × exp (iω)√= e cos ω + ie sin ω, with e the satellite
eccentricity, ω its argument of pericenter, and i = −1, over two adjacent time intervals of
1 Myr, and by computing the quantity:
 
 f 2 

σ = log 1 − 1 , (4)
f

with f 1 being the frequency of largest amplitude on the first time interval, and f 2 the main
frequency on the second time period, the authors were able to identify chaos in the orbital
regions of irregular satellites in Kozai states of Saturn. Small values of σ are associated with
objects on regular orbits, while large values indicate the presence of chaos. For detection
of chaos associated with mean-motion resonances, FAM can be applied to the combination
a × exp (iλ), with λ being the true anomaly of a particle. The time series of orbital elements,
including a and λ, can be obtained by performing numerical simulations with a high-precision
N-body integrator. In this work, we will use a Burlisch–Stoer integrator from the SWIFT
package (Levison and Duncan 1994), an integration time over 2 Myr, and a time step of 20
days. Values of the frequencies with largest amplitudes are obtained over time intervals of
820,000 years, and we compute σ values with Eq. (4).
Finally, chaos can also be detected using an approach based on the self-similarity of a time
series, as introduced in this paper. For two time series, the Pearson correlation coefficient R
(Pearson 1895) is used to measure how strong the relationship between the series is. If the
two variables described by the series are strongly correlated, R is close to 1, the maximum
value. If they are strongly anti-correlated, R will be close to the minimum value of −1, and,
if there is no correlation at all, then R  0. There are several ways to define a correlation
coefficient, but Pearson’s definition is the most commonly used. If we define xi and yi as the
i-th term of the series in x and y, then:

cov(X , Y )
R= , (5)
σ X σY

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Fig. 1 On the left side, we show a plot of the time behavior of a sinusoidal wave (top panel) and of its
autocorrelation function (bottom panel). On the right side, we have simulated white noise (top panel) and its
ACF (bottom panel). The area between dashed horizontal lines in the ACF plots displays the region for which
autocorrelation coefficients are lower than 5%, and represent negligible autocorrelation

where cov(X , Y ) is the covariance of the two series, which can be defined as:

1  1
N N
cov(X , Y ) = (xi − x j )(yi − y j ). (6)
N2 2
i=1 j=1

N is the number of terms in the two series, and σ X is the standard deviation of the xi series,
defined as:


1  N
σX = (xi − μx )2 , (7)
N
i=1

N
where μx = N1 i=1 xi is the mean value of the series. An analogous expression holds for
σY . The autocorrelation coefficient of a time series is the correlation function of the series
with a lagged copy of the series itself. Let’s imagine that we created a time series yi = xi−1
with a lag of one. The autocorrelation coefficient will be obtained by applying Eq. (5) with
this yi . Analogous autocorrelation coefficients can be obtained for a lag of 2 (yi = xi−2 ), 3
(yi = xi−3 ), etc. The autocorrelation function (ACF) of xi is the spectrum of autocorrelation
coefficients for various values of the time lag. The autocorrelation function is important to
assess the predictability of the time behavior of a series.
For example, let us consider a function that periodically repeats itself, like a sinusoidal
wave. The left side of Fig. 1 displays the time behavior of a sinusoidal wave of unitary
amplitude and zero initial phase, with its ACF. Units are given in terms of time steps. It
is a good practice to use time steps short enough to sample the sinusoidal wave at least
twice, to avoid frequency aliasing issues. Since the function is infinitely periodical, all its
autocorrelation coefficients should be 1: it is possible to predict the future behavior of a sine
function based on one period.2
A white noise time series, on the other hand, is a sequence of uncorrelated random variables
with an identical distribution. For instance, we can simulate white noise by adding 1000
random variables with the same mean and standard deviation. Unfortunately, for white noise,
we cannot predict future observations based on the past—autocorrelations at all lags are zero,
with the obvious exception of lag 1, which corresponds to the autocorrelation of the time

2 Please note that this is not the case for the ACF displayed in the figure, where we observe decreasing values
of coefficients for larger time lags because we are using a finite sample for the sinusoidal wave.

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Fig. 2 The left panel displays the ACF of a regular particle in the map for the Veritas family region. The right
panel shows the ACF of a rather chaotic orbit. The vertical line displays a lag equal to 200; the other symbols
are the same as in Fig. 1

series with itself. The right panel of Fig. 1 shows the time behavior of simulated white noise
and its ACF. As discussed, with exception of the first lag, all other autocorrelation coefficients
are zero.
The examples that we discussed are extreme cases: most time series have ACF that are in
between those of the sinusoidal wave and of white noise. Figure 2 shows two ACF for the
time series of semi-major axis a of a regular (left panel) and chaotic (right panel) particle in
the Veritas orbital region3 . The regular particle has a much larger fraction of autocorrelation
coefficients larger than ±0.05 than the chaotic one, especially at time lags larger than 200.
Predicting the time behavior of the a series for the chaotic particle becomes impossible on
short timescales. Based on these considerations, we can define a chaos indicator based on
the ACF, the autocorrelation function index (ACFI), as it follows:

1 
i=i fin
ACFI = n i (|R|) > 0.05), (8)
i fin − i in
i=i in

where n i (|R|) > 0.05)i is the number of autocorrelation coefficients larger, in absolute value,
than 5%, in our case i fin − i in = 500 − 200 = 300, and we only consider coefficients between
time lags of 200 and 500 to avoid including autocorrelation at short timescales. The values
of i in and i fin were chosen after experimenting with upper limits in the range from 100 to
300 and 300 to 1000, respectively. Changing either from the chosen values affects values of
ACFI by 0.01 for chaotic particles and 0.04 for regular particles, at most. Mean values of
ACFI are also affected by less than 1% by changing either parameter. More details on the
dependence of ACFI on these parameters can be found in “Appendix A.”
In the next section, we will first apply ACFI to the well-known Hénon–Heiles system to
understand how well this method can be used to detect chaotic behavior in a well-understood
system. Next, we will apply the methods that we introduced in this section to three cases of
orbital regions affected by chaos. We will start our analysis by looking into the case of the
Veritas asteroid family.
3 Please notice that the choice of a as a variable for a study with ACF is important for the method to be
viable. The ACF for regular and chaotic particles in the Veritas region for osculating e and i is rather different,
showing alternating phases of positive and negative autocorrelation.
 ACFI, as defined
 for a, could not work
for these variables, nor for any Delaunay variables like G = μa(1 − e2 ), or H = μa(1 − e2 ) cos i. ACFI
may perhaps be applied to other variables, but a preliminary analysis of the ACF is advisable, also to help
setting the free parameters of the method.

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Fig. 3 Left panel: a (x, y) projection of a regular orbit (left) with its ACF (right) The vertical red lines display
the values of the i in and i fin parameters. Right panel: the same, but for a chaotic orbit

3 Application to Hénon—Heiles Hamiltonian system

Before implementing the ACFI method to a complicated dynamical system, such as the one
of a chaotic asteroid family in our Solar system, we investigate the behavior of typical orbits
in the well-known Hénon–Heiles system (HH), with a Hamiltonian given by:
1 2 1 1
H (x, y, ẋ, ẏ) = (ẋ + ẏ 2 ) + (x 2 + y 2 ) + x 2 y − y 3 . (9)
2 2 3
The Hamiltonian was integrated so that the trajectory will pass through the x-axis at least
1000 times. Figure 3 displays a (x, y) projection and the ACF of a regular (left side) and
chaotic (right side) orbits for this system. Using the same method described in “Appendix
A,” we set the i in and i fin free parameters of ACFI equal to 1000 and 2000, for this system.
Regular orbits of the HH system have larger values of ACFI.
To test the validity of applying ACFI to this system, we first use the Smaller Alignment Index
(SALI) method, which uses the area of a parallelogram formed by two deviation vectors in
the tangent space of the orbit. The SALI method is defined as:
SALI(t) = min(d− , d+ )
 
 w1 (t) w2 (t) 
d− =  −
  w (t)   w (t)  

1 2
 
 w1 (t) w2 (t) 
d+ =  + , (10)
 w1 (t)   w2 (t)  
where w1 and w2 are two deviation vectors initially orthonormal and pointing in two random
directions. For more details about this method, we refer the reader to Skokos (2001) and
Skokos et al. (2003, 2004). In Fig. 4, we present the Poincaré Surface of Section (PSS) in
the (y, ẏ) plane for the Hénon–Heiles system with Hamiltonian H = 0.125. We fixed the
value of x0 to 0 for all the tested orbits and varied y0 from −0.43 to 0.65 with a step of 0.001.
We then also varied the ẏ0 from −0.5 to 0.5 with a step of 0.005 and calculated the value
of ẋ0 according to Eq. (9). The PSS consists of the points where the trajectories go through
the x-axis. Each orbit will pass through the Poincare section twice on each revolution, but
only the one with positive momentum in the y-direction is taken into account. A quasi-
periodic orbit in the PSS appears as a set of points lying on a smooth closed curve. A chaotic
motion, however, will result on scattered points in the map. The SALI method provides a
clear distinction between orderly and chaotic behavior. In our case, we consider that a value
of SALI < 10−6 is close enough to zero to consider the movement chaotic (see Fig. 4, left
panel).
We then calculate ACFI each orbit in the system. Our results are presented in the right
panel of Fig. 4. Most regular behavior is associated by a higher value of ACFI, and the

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Fig. 4 The H = 0.125 PSS of the 2D Hénon–Heiles system. Left panel: classification of orbits using SALI
method. Right panel: the values of the ACFI indicator on the PSS

Fig. 5 An (a, e) dynamical map

of synthetic proper elements for
the region of the Veritas asteroid
family. Black dots display values
of proper elements for particles in
the map. Blue full circles show
the orbital location of Veritas
family members. Vertical lines
identify the location of
three-body resonances

two methods appear to produce qualitatively similar results. The advantage of SALI for this
system is that a single value can be used to separate chaotic and regular behavior, while
the distribution of ACFI values is more nuanced. We can notice that, contrary to the SALI
method, we do not have a sharp value separating the regular and chaotic motions; however,
we can characterize most of the regular motion in the system by a high value of this indicator.
Some small islands of regular orbits appear in the map with a very low value of ACFI and
were detected as regular regions with the SALI indicator. This could change using longer
times of integrations. However, investigating in more detail these regions is not the main
scope of our work. Yet, ACFI appears to be able to identify all the chaotic regions observed
in the SALI PSS. Based on the results of this analysis, we move forward to applying ACFI to
dynamical regions in the Solar system, such as the Veritas asteroid family.

4 Veritas asteroid family

The Veritas asteroid family is affected by three-body mean-motion resonances, which cause
some of its members to be on chaotic orbits, and was recently studied by Milani et al. (1997).
To identify chaos, we first obtain a dynamical map using synthetic proper elements.

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Fig. 6 Dynamical maps for FLI, MEGNO, FAM and ACFI for the Veritas family orbital region. The color
legend of each map identifies the range of values of each chaos indicator; other symbols have the same meaning
as in Fig. 5

We created a 50 by 50 grid in osculating (a, e) elements, from 3.15 to 3.20 au in a and from
0.0200 to 0.0935 in e, and integrated them with the framework discussed in Carruba (2010),
and using the theory introduced in Knežević and Milani (2003). Our results are shown in
Fig. 5. For reference, we show the location of members of the Veritas family, as obtained in
Carruba et al. (2017), displayed as full blue circles. Vertical red lines identify the location of
local three-body resonances, as found in the map. The main three-body resonances in the area
appear as regions where the synthetic proper elements of test particles are significantly altered
from the original uniform grid behavior. They show as vertical strips devoid of particles in
the figure.
Having obtained synthetic proper elements for asteroids in the Veritas family orbital
region, we are now ready to start detecting chaotic motion using the approaches described
in Sect. 2. Figure 6 shows our results. Red tones are associated with more chaotic motion,
while blue colors show regular behavior. Of the four methods, MEGNO permitted to identify
most of the chaotic features, including all the three-body resonances identified with FLI, with
better resolution than either ACFI, FAM or FLI. FAM and ACFI, however, do a better job
at identifying the chaos associated with 5–2–2 resonance. The results of ACFI were most
similar to those of FAM.
To quantitatively identify the similarity between the four approaches, we computed the
correlation matrix of R coefficients [see Eq. (5)] between the values of the four indicators used
for our maps. Results are displayed in Fig. 7. As discussed in Sect. 2, FLI and MEGNO are
weakly correlated, with an actual analytical relationship between the two methods discussed
in Mestre et al. (2011).4 FAM and ACFI are not correlated to FLI and MEGNO, but are highly
correlated between themselves, with a value of R = 0.62. Based on this analysis, we expect

4 Negative values of R coefficients, as those observed between MEGNO and FAM, for instance, indicate
anticorrelation, i.e., if one quantity grows, the other diminishes, and vice versa. This behavior may be related
to the definition of the chaos indicator.

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Fig. 7 Correlation matrix for the

four chaos indicators tested for
the Veritas family region. Values
of the correlation coefficients are
annotated in each of the cells

ACFI to provide results most similar to FAM, i.e., to be able to identify chaos produced by
mean-motion and secular dynamics, but less able to pinpoint chaotic motion introduced by
single-time events like collisions and close encounters with massive objects. We will test this
hypothesis by studying two regions where both chaotic motions are found, the orbital region
of the Phocaea family, and the orbital location of most classical TNOs.

5 Phocaea asteroid family

The Phocaea asteroid family lies on a stable island in the main belt. delimited by the 7–2 and
3–1 mean-motion resonances with Jupiter in semi-major axis, and by the ν6 secular resonance
at low inclination. Objects at high eccentricities are affected by close encounters with Mars
and become chaotic on rather short timescales. Orbital chaos in the region is therefore caused
by both resonant dynamics and close encounters with a massive body. Interested readers can
find more details on the dynamical environment of the Phocaea family in Carruba (2009),
and references therein.
To more easily identify the chaotic behavior of real asteroids in the area, it may be conve-
nient to use a (a, q) diagram, with q = a(1−e) being the pericenter of asteroids. In this plane,
asteroids more likely to interact with Mars would have values of q between the apocenter
Q Mars = aMars (1 + e) and pericenter of Mars qMars = aMars (1 − e). Using the same approach
as in Carruba (2009), Fig. 8 shows the projection in this domain of 3200 real asteroids, with
identification up to 500,000. We expect asteroids near mean-motion resonances and with
qMars < q < Q Mars to be more chaotic than their neighbors in the stable island.
To test this hypothesis, we compute values of FLI, MEGNO, FAM and ACFI for our sample
of real asteroids. Results of our measures are in Fig. 9. Contrary to what done before, these
figures are not dynamical maps, but a section of a multi-dimensional distribution of asteroid
proper elements. Results may be more difficult to read than in a typical dynamical map. Yet,
a trend is apparent: both FLI and MEGNO are able to identify asteroids with q < Q Mars as
chaotic, while the same is not generally true for FAM and ACFI.
As previously done, we computed the correlation matrix of R coefficients for the four
indicators. Results are shown in Fig. 10: the highest correlation was found between FLI and

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Fig. 8 Projection in the (a, q)

plane of 3200 asteroids in the
orbital region of the Phocaea
asteroid family (blue full circles).
Vertical lines display the location
of the main mean-motion
resonances in the area, while the
horizontal lines show values of
asteroids pericenters equal to the
apocenter (red line) and
pericenter (blue line) of Mars

Fig. 9 Synthetic proper elements maps for FLI, MEGNO, FAM and ACFI for real asteroids in the Phocaea
family orbital region. The range of values of each chaos indicator is displayed in the color legend. Other
symbols have the same meaning as in Fig. 8

MEGNO, with R = 0.69. No significant correlation was found between FAM and ACFI,
with a value of R in this case of 0.29. This value, however, increases significantly if we only
consider objects with q > Q Mars , reaching 0.51.

6 Trans-neptunian objects (TNO)

As another test-bed for our chaos detection method we created a synthetic proper elements
map for the region between 40 and 50 au, where most trans-neptunian objects are located.
We integrated 2500 test particles in a 50 × 50 grid in osculating (a, e), with initial values of

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Fig. 10 Correlation matrix for the

four chaos indicators tested for
the Phocaea family region

Fig. 11 An (a, e) dynamical map

of synthetic proper elements
(black full circles) for the region
where most TNOs (blue full
circles) are located. Symbols have
the same meaning as in Fig. 6

a and e of 39.5 au and 0.0, and steps of 0.2 au and 0.006. According to the recent work of
Smullen and Volk (2020), this is an area subjected to chaotic motion caused by both close
encounters and mean-motion resonances with Neptune. Our results, displayed in Fig. 11,
confirm this analysis: indeed, our map identifies the location of the 5–3, 7–4, and 2–1 mean-
motion resonances with Neptune, as well as areas at high eccentricities subjected to close
encounters with the same planet.
We then obtained values of FLI, MEGNO, FAM and ACFI for the test particles in the map.
Our results are shown in Fig. 12. All the indicators are able to identify the chaotic features
produced by the mean-motion resonances with Neptune. FLI, MEGNO, and FAM detect the
chaos produced by close encounters with Neptune at high e. ACFI, however, is mostly blind
to this effect, so confirming our previous analysis.
Finally, correlations between the four methods are generally weak (see Fig. 13), with the
surprising exception of the correlation R value for FAM and FLI, equal to 0.57. Correlation
between FAM and ACFI increases if we only consider particles with proper e lower than 0.08,
i.e., those less affected by close encounters with Neptune.

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Chaos identification through the autocorrelation function… Page 13 of 17 38

Fig. 12 Dynamical maps for FLI, MEGNO, FAM and ACFI for the TNOs family orbital region. The color
legend of each map identifies the range of values of each chaos indicator; other symbols have the same meaning
as in Fig. 11

Fig. 13 Correlation matrix for the

four chaos indicators tested for
the TNOs orbital region

7 Conclusions

The main goal of this paper was to introduce a new indicator for the detection of chaos, based
on a time series autocorrelation function: the autocorrelation function indicator ACFI. This
method is based on counting the fractions of autocorrelation coefficients in the autocorrela-
tion function at time lags between 200 and 500, which yields a measure of the time series
self-similarity at medium–long timescales. We applied this method to three regions affected
by chaos, caused by both close encounters with massive bodies and mean-motion dynamics:
the orbital region of the Veritas asteroid family, the stable dynamical island occupied by the

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Phocaea asteroid family, and the area between 40 and 50 au, where most trans-neptunian
objects (TNO) are located. We obtained synthetic proper elements for dynamical maps (Ver-
itas and TNOs regions) and for real asteroids (Phocaea area) in the three problems studied
and compared values of ACFI with results from three of the most used chaos indicators:
fast Lyapunov exponents (FLI, Froeschlé et al. 1997; Froeschlé and Lega 2000), MEGNO
(Cincotta and Simó 2000), and the frequency analysis method (FAM, Laskar 1990).
Of these three methods, ACFI showed higher correlations with FAM. The new approach
was able to correctly identify chaotic behavior caused by mean-motion dynamics. It was,
however, less prone to detect impulsive effects caused by close encounters, or collisions. The
focus of ACFI on chaotic behavior caused by resonant dynamical effects may make it a great
tool to study cases where both close encounters and resonant induced chaos are present, like
in high-eccentricity regions of mean-motion resonances like the 3:1 mean-motion resonance
with Jupiter in the main belt, or the mean-motion resonances with Neptune in the TNOs
region studied in this work. ACFI could be used in these zones to identify chaotic behavior
caused by resonant dynamics, while other methods could be used to assess the effects of
close encounters.
ACFI is publicly available at GitHub: https://github.com/valeriocarruba/ACFI-Chaos-
identification-through-the-autocorrelation-function-indicator; we welcome assessment from
the scientific community on possible uses of the new method.

Acknowledgements We are grateful to two unknown reviewers for helpful and constructive suggestions that
helped us to increase the quality of this paper. We would like to thank the Brazilian National Research Council
(CNPq) that supported VC with the Grant 301577/2017-0 and WB with the PIBIC Grant 121889/2020-3,
the São Paulo Research Foundation (FAPESP), for supporting RD with the Grant 2016/024561-0), and the
Coordination for the Improvement of Higher Education Personnel (CAPES), for supporting SA with the Grant
88887.374148/2019-00. We acknowledge the use of data from the Asteroid Dynamics Site (AstDys) (http://
hamilton.dm.unipi.it/astdys, Knežević and Milani 2003). We are grateful to Edmilson Roma de Oliveira for
discussions that motivated this work. VC, RD, and WB are part of “Grupo de Dinâmica Orbital & Planetologia
(GDOP)” (Research Group in Orbital Dynamics and Planetology) at UNESP, campus of Guaratinguetá. This
is a publication from the MASB (machine-learning applied to small bodies, https://valeriocarruba.github.io/
Site-MASB/) research group.

Author Contributions All authors contributed to the study conception and design. Material preparation, data
collection, and analysis were performed by Valerio Carruba, Safwan Aljbaae, and Rita Cassia Domingos. The
first draft of the manuscript was written by Valerio Carruba, and all authors commented on previous versions
of the manuscript. All authors read and approved the final manuscript.

Funding VC is grateful to the Brazilian National Research Council (CNPq, Grant 301577/2017-0). SA
acknowledges the support from Coordination for the Improvement of Higher Education Personnel (CAPES,
Grant 88887.374148/2019-00). RD is supported by the São Paulo Research Foundation (FAPESP, Grant
2016/024561-0). WB is grateful to the PIBIC program of CNPq, Grant 121889/2020-3.

Code availability The code used for the numerical simulations is part of the SWIFT package and is pub-
licly available at https://www.boulder.swri.edu/~hal/swift.html, Levison and Duncan (1994). The code for
identifying chaotic behavior in orbits was written in the Python programming language, and is avail-
able at this GitHub repository: https://github.com/valeriocarruba/ACFI-Chaos-identification-through-the-
autocorrelation-function-indicator.

Declarations
Conflicts of interest The authors declare that they have no conflict of interest.

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Chaos identification through the autocorrelation function… Page 15 of 17 38

Fig. 14 Dependence of the mean

value of ACFI on the choice of
the null hypothesis level for 2500
regular and chaotic particles in
the orbital region of the Veritas
family. The shaded area displays
the confidence interval, defined
as plus or minus one standard
deviation

Fig. 15 Dependence of the mean value of ACFI on the i in (left panel) and i fin (right panel) free parameters.
As in Fig. 14, the shaded area displays the confidence interval

Appendix A: dependence of ACFI on free parameters

In this appendix, we discuss how the choice of three free parameters of the ACFI: the null
hypothesis value for autocorrelation, the i in and i fin numbers of autocorrelation coefficients
over which ACFI is computed, affects the results of our method. We start by considering
different possible values for the null hypothesis level. Traditionally, the null hypothesis level
is set at 5%. If a correlation coefficient is within ±0.05, the two times series are thought not
to be correlated. But what happened if we altered this interval?
To test this hypothesis, we changed this level for 2500 test particles used for the dynamical
map in the region of the Veritas asteroid family. Figure 14 shows our results. Increasing the
null hypothesis level causes a decrease in the mean value of ACFI, and vice versa. This is
understandable, since lowering the value of the null hypothesis level means increasing the
fraction of autocorrelation coefficients that satisfies the ACFI requirement, and vice versa.
However, the net effect on the relationship between ACFI for regular and chaotic particles
does not change: ACFI remains higher for regular particles and lower for chaotic ones. As
long as we consistently use one single level for all test particles in a map, the choice of these
parameters should, therefore, not affect the overall outcome. Considering the precedents

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38 Page 16 of 17 V. Carruba et al.

found in the literature that normally associates a 5% level with the null hypothesis, in this
work we will also use this value.
We then also checked the dependence of the mean value of ACFI on the i in and i fin
parameters. We first fixed i fin at 500 and let vary i in in the range 100 to 300 and then fixed
i in at 200 and let vary i fin between 300 and 1000. Our results are displayed in the two panels
of Fig. 15. ACFI is not strongly dependent on either parameter. For our applications, we will
use i in = 200 and i fin = 500.

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