Bayesian optimization of empirical model with state-dependent stochastic forcing

DOI10.1016/J.CHAOS.2017.08.032MaRDI QIDQ1694078zbMATH OpenOpenAlexFDO

Authors Andrey Gavrilov, Evgeny Loskutov, Dmitry Mukhin

Publication date 1 February 2018

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2017.08.032

zbMATH Keywords

artificial neural networksBayesian methodsstochastic processestime series analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series analysis of dynamical systems (37M10) Generation, random and stochastic difference and differential equations (37H10)

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Cites work

• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
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• El Niño/southern oscillation and the annual cycle: Subharmonic frequency-locking and aperiodicity
• Embedding as a modeling problem
• Estimating the dimension of a model
• Extracting knowledge from time series. An introduction to nonlinear empirical modeling
• Modeling by shortest data description
• Multilayer feedforward networks are universal approximators
• Nonlinear Dimensionality Reduction
• Principal component analysis.
• Principal dynamical components

Cited in

(3)

• Data-driven stochastic model for cross-interacting processes with different time scales
• Bayesian framework for simulation of dynamical systems from multidimensional data using recurrent neural network
• Estimating predictability of a dynamical system from multiple samples of its evolution

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