Predicting chaotic time series with a partial model

被引:28
作者
Hamilton, Franz [1 ,2 ]
Berry, Tyrus [3 ]
Sauer, Timothy [1 ,2 ]
机构
[1] George Mason Univ, Dept Elect & Comp Engn, Fairfax, VA 22030 USA
[2] George Mason Univ, Dept Math Sci, Fairfax, VA 22030 USA
[3] Penn State Univ, Dept Math, University Pk, PA 16802 USA
来源
PHYSICAL REVIEW E | 2015年 / 92卷 / 01期
基金
美国国家科学基金会;
关键词
WEATHER; ERROR;
D O I
10.1103/PhysRevE.92.010902
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
Methods for forecasting time series are a critical aspect of the understanding and control of complex networks. When the model of the network is unknown, nonparametric methods for prediction have been developed, based on concepts of attractor reconstruction pioneered by Takens and others. In this Rapid Communication we consider how to make use of a subset of the system equations, if they are known, to improve the predictive capability of forecasting methods. A counterintuitive implication of the results is that knowledge of the evolution equation of even one variable, if known, can improve forecasting of all variables. The method is illustrated on data from the Lorenz attractor and from a small network with chaotic dynamics.
引用
收藏
页数:5
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