Estimating parameters of air-sea oscillator with MCMC method

被引：3
作者：
Cao Xiao-Qun [1 ]
Zhang Wei-Min [1 ]
Song Jun-Qiang [1 ]
Zhu Xiao-Qian [1 ]
Wang Shu-Chang [1 ]
机构：
[1] Natl Univ Def Technol, Sch Comp Sci, Changsha 410073, Hunan, Peoples R China
来源：
ACTA PHYSICA SINICA | 2009年 / 58卷 / 09期
基金：
中国国家自然科学基金;
关键词：
air-sea oscillator; parameter estimation; Markov chain Monte Carlo method; VARIATIONAL ITERATION METHOD; CHAOTIC SYSTEMS; SYNCHRONIZATION; PERTURBATION; DYNAMICS; MODEL; KIND;
D O I：
10.7498/aps.58.6050
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
The Markov chain Monte Carlo (MCMC) method is used to estimate the unknown parameters of air-sea oscillator system, which is a model of Eastern Pacific sea surface temperature (SST). Firstly, the posterior probability density function for unknown parameters of air-sea oscillator system is deduced with the Bayesian formula. Secondly, the Adaptive Metropolis algorithm is used to construct the Markov Chains of unknown parameters. And the converged samples are used to calculate the mathematic expectation. The results of numerical experiments show that parameters estimated by the new method have high precision and the noise is filtered effectively from the observations.
引用
收藏
页码：6050 / 6057
页数：8
相关论文
共 37 条
  • [1] An introduction to MCMC for machine learning
    Andrieu, C
    de Freitas, N
    Doucet, A
    Jordan, MI
    [J]. MACHINE LEARNING, 2003, 50 (1-2) : 5 - 43
  • [2] Campbell EP, 2004, TECHNICAL REPORT, V139, P18
  • [3] Tracking control and synchronization of chaotic systems based upon sampled-data feedback
    Chen, SH
    Liu, J
    Xie, J
    Lu, JA
    [J]. CHINESE PHYSICS, 2002, 11 (03): : 233 - 237
  • [4] On the dynamics behavour and instability evolution of air-sea oscialltor
    Feng, GL
    Dong, WJ
    Jia, XJ
    Cao, HX
    [J]. ACTA PHYSICA SINICA, 2002, 51 (06) : 1181 - 1185
  • [5] On numerical predictability in the chaos system
    Feng, GL
    Dai, XG
    Wang, AH
    Chou, JF
    [J]. ACTA PHYSICA SINICA, 2001, 50 (04) : 606 - 611
  • [6] [封国林 Feng Guolin], 2005, [气象学报, Acta Meteorologica Sinica], V63, P864
  • [7] Gao Si-yun, 2006, Journal of System Simulation, V18, P1462
  • [8] Gilks W., 1996, Markov Chain Monte Carlo in practice, DOI DOI 10.1201/B14835
  • [9] Synchronization of a class of chaotic systems in the presence of perturbation by an observer
    Guan, XP
    He, YH
    Fan, ZP
    [J]. ACTA PHYSICA SINICA, 2003, 52 (02) : 276 - 280
  • [10] The synchronization of chaotic systems based on RBF network in the presence of perturbation
    Guan, XP
    Fan, ZP
    Peng, HP
    Wang, YQ
    [J]. ACTA PHYSICA SINICA, 2001, 50 (09) : 1670 - 1674
1234