Additive Nonparametric Reconstruction of Dynamical Systems from Time Series
Chaotic Dynamics
2009-11-10 v2
Abstract
We present a nonparametric way to retrieve a 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 demonstrate the potential of our approach for a modified chaotic Chua oscillator.
Cite
@article{arxiv.nlin/0408003,
title = {Additive Nonparametric Reconstruction of Dynamical Systems from Time Series},
author = {Markus Abel and Karsten Ahnert and Juergen Kurths and Simon Mandelj},
journal= {arXiv preprint arXiv:nlin/0408003},
year = {2009}
}
Comments
accepted for Phys. Rev. E, Rapid Comm