Additive nonparametric reconstruction of dynamical systems from time series

被引:14
作者
Abel, M [1 ]
Ahnert, K [1 ]
Kurths, R [1 ]
Mandelj, S [1 ]
机构
[1] Univ Potsdam, Inst Phys, D-14415 Potsdam, Germany
来源
PHYSICAL REVIEW E | 2005年 / 71卷 / 01期
关键词
D O I
10.1103/PhysRevE.71.015203
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We present a nonparametric way to retrieve an additive system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long-term predictions. We apply our method to a modified chaotic Chua oscillator in order to demonstrate its potential.
引用
收藏
页数:4
相关论文
共 13 条
[1]  
Abarbanel H.D.I., 1997, ANAL OBSERVED CHAOTI
[2]   Nonparametric modeling and spatiotemporal dynamical systems [J].
Abel, M .
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2004, 14 (06) :2027-2039
[3]  
[Anonymous], 1963, Amer. Math. Soc. Trans, DOI DOI 10.1090/TRANS2/028/04
[4]  
Hastie T., 1990, Generalized additive model
[5]  
KANTZ H, 1997, NONLINEAR TIME SERIE
[6]  
Lichtenberg A.J., 1992, Regular and Chaotic Dynamics
[7]  
MADAN RN, 1993, SHUAS CIRCUIT PARADI
[8]   EMBEDOLOGY [J].
SAUER, T ;
YORKE, JA ;
CASDAGLI, M .
JOURNAL OF STATISTICAL PHYSICS, 1991, 65 (3-4) :579-616
[9]  
Takens F., 1981, LECT NOTES MATH, V898
[10]  
VITUSHKIN AG, 1977, ENSEIGNEMENT MATH, V23, P255