Likelihood and Bayesian Prediction of Chaotic Systems

DOI10.2307/2290510MaRDI QIDQ4031116zbMATH OpenOpenAlexFDO

Authors L. Mark Berliner

Publication date 1 April 1993

Full work available at URL https://doi.org/10.2307/2290510

zbMATH Keywords

Bayesian predictionchaosdiscretization of differential equationsDuffing equationergodic theorylikelihood functionlogistic maplong-time forecastsnonlinear dynamic systempredictionshort time predictionstatistical regularitytime discrete dynamical systems

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(20)

• Sequentially constrained Monte Carlo
• Indistinguishable states. II: The imperfect model scenario
• Asymptotic inference for dynamical systems observed with error
• Bayesian learning when chaos looms large
• Approximate importance sampling Monte Carlo for data assimilation
• Prediction and predictability in population biology: noise and chaos
• Maximum likelihood estimation of stochastic chaos representations from experimental data
• Exploiting dynamical coherence: a geometric approach to parameter estimation in nonlinear models
• Projected Shadowing-Based Data Assimilation
• Shadowing-based data assimilation method for partially observed models
• Rising Above Chaotic Likelihoods
• Why preferring parametric forecasting to nonparametric methods?
• On prediction and chaos in stochastic systems
• Indistinguishable states. I: Pefect model scenario.
• Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
• Examples of inconsistent Bayes procedures based on observations on dynamical systems
• A guide to using shadowing filters for forecasting and state estimation
• Statistical inference for dynamical systems: a review
• Chaotic secure communication based on nonlinear autoregressive filter with changeable parameters
• Sequential reconstruction of driving-forces from nonlinear nonstationary dynamics

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