Bayesian optimization of empirical model with state-dependent stochastic forcing

DOI10.1016/J.CHAOS.2017.08.032zbMath1380.37141OpenAlexW2757413660MaRDI QIDQ1694078

Evgeny Loskutov, Andrey Gavrilov, 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

stochastic processesartificial neural networkstime series analysisBayesian methods

Mathematics Subject Classification ID

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

Related Items (1)

Bayesian framework for simulation of dynamical systems from multidimensional data using recurrent neural network

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