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In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

Statistics Theory · Mathematics 2013-02-19 Michael Vogt

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

Modeling nonstationarity that often prevails in extremal dependence of spatial data can be challenging, and typically requires bespoke or complex spatial models that are difficult to estimate. Inference for stationary and isotropic models…

Methodology · Statistics 2026-04-21 Xuanjie Shao , Jordan Richards , Raphael Huser

A nonlinear model relating the imposed motion of a circular cylinder, submerged in a fluid flow, to the transverse force coefficient is presented. The nonlinear fluid system, featuring vortex shedding patterns, limit cycle oscillations and…

Fluid Dynamics · Physics 2020-06-11 Jan Decuyper , Tim De Troyer , Koen Tiels , Johan Schoukens , Mark C. Runacres

This article aims at discovering the unknown variables in the system through data analysis. The main idea is to use the time of data collection as a surrogate variable and try to identify the unknown variables by modeling gradual and sudden…

Methodology · Statistics 2023-10-12 V. Roshan Joseph , William E. Lewis , Henry S. Yuchi , Kathryn A. Maupin

Graphical interaction models have become an important tool for analysing multivariate time series. In these models, the interrelationships among the components of a time series are described by undirected graphs in which the vertices depict…

Methodology · Statistics 2012-07-02 Michael Eichler

While data-driven model reduction techniques are well-established for linearizable mechanical systems, general approaches to reducing non-linearizable systems with multiple coexisting steady states have been unavailable. In this paper, we…

Dynamical Systems · Mathematics 2022-07-13 Mattia Cenedese , Joar Axås , Haocheng Yang , Melih Eriten , George Haller

An additive model-assisted nonparametric method is investigated to estimate the finite population totals of massive survey data with the aid of auxiliary information. A class of estimators is proposed to improve the precision of the well…

Methodology · Statistics 2019-03-19 Li Wang , Suojin Wang

We consider a dynamic method, based on synchronization and adaptive control, to estimate unknown parameters of a nonlinear dynamical system from a given scalar chaotic time series. We present an important extension of the method when time…

Chaotic Dynamics · Physics 2009-10-31 Anil Maybhate , R. E. Amritkar

In this paper we present recent results on parametric analysis of biological models. The underlying method is based on the algorithms for computing trajectory sets of hybrid systems with polynomial dynamics. The method is then applied to…

Computational Engineering, Finance, and Science · Computer Science 2012-08-21 Romain Testylier , Thao Dang

We develop a methodology to construct low-dimensional predictive models from data sets representing essentially nonlinear (or non-linearizable) dynamical systems with a hyperbolic linear part that are subject to external forcing with…

Dynamical Systems · Mathematics 2022-04-06 Mattia Cenedese , Joar Axås , Bastian Bäuerlein , Kerstin Avila , George Haller

We extend the varying coefficient functional linear model to the nonlinear model and propose a varying coefficient functional additive model. The proposed method can represent the relationship between functional predictors and a scalar…

Methodology · Statistics 2020-05-27 Hidetoshi Matsui

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…

Chaotic Dynamics · Physics 2018-10-25 Thomas L. Carroll

A general input-output modelling technique for aperiodic-sampling linear systems has been developed. The procedure describes the dynamics of the system and includes the sequence of sampling periods among the variables to be handled. Some…

Discrete Mathematics · Computer Science 2016-08-14 Amparo Fúster-Sabater , J. M. Guillén

The paper introduces a novel topological method for prediction and modeling for a nonlinear time--series that exhibit recurring patterns. According to the model, global manifold of the reconstructed state--space can be approximated by a few…

Chaotic Dynamics · Physics 2017-11-21 Sajini Anand P S , Prabhakar G Vaidya

In this paper we concentrate on an alternative modeling strategy for positive data that exhibit spatial or spatio-temporal dependence. Specifically we propose to consider stochastic processes obtained trough a monotone transformation of…

Methodology · Statistics 2020-04-08 M. Bevilacqua , C. Caamaño , C. Gaetan

This paper presents a shape-theoretic framework for dynamical analysis of nonlinear dynamical systems which appear frequently in several video-based inference tasks. Traditional approaches to dynamical modeling have included linear and…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Vinay Venkataraman , Pavan Turaga

Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe…

Statistical Finance · Quantitative Finance 2015-06-15 Thilo A. Schmitt , Desislava Chetalova , Rudi Schäfer , Thomas Guhr
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