In my opinion, the perceptron and other machine learning algorithms can evaluate quite complex functional dependencies of time series, if you have any ideas for further research in this vein, welcome to a private or public discussion.
The study presents a bio-inspired chaos sensor model based on the perceptron neural network for the estimation of entropy of spike train in neurodynamic systems.
https://www.mdpi.com/1424-8220/23/16/7137