Model selection for dynamical systems via sparse regression and information criteria

DOI10.1098/RSPA.2017.0009zbMath1404.65308arXiv1701.01773OpenAlexW3100641539WikidataQ51561361 ScholiaQ51561361MaRDI QIDQ4644829

N. M. Mangan, Steven L. Brunton, Joshua L. Proctor, J. Nathan Kutz

Publication date: 9 January 2019

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01773

zbMATH Keywords

model selectionnonlinear dynamicssparse regressioninformation criteriadata-driven discovery

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Statistical aspects of information-theoretic topics (62B10) Numerical problems in dynamical systems (65Pxx)

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Uses Software

• Path2Models
• SINDy
• PRMLT

Cites Work

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