Embedding as a modeling problem
From MaRDI portal
Publication:1964244
DOI10.1016/S0167-2789(98)00089-XzbMath0965.37061OpenAlexW2081900870MaRDI QIDQ1964244
Publication date: 6 February 2000
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-2789(98)00089-x
Related Items
Nonlinear modelling and forecasting of S\& P 500 volatility ⋮ Indistinguishable states. II: The imperfect model scenario ⋮ Optimal embedding parameters: a modelling paradigm ⋮ State space reconstruction techniques and the accuracy of prediction ⋮ APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS ⋮ Quasicycles revisited: apparent sensitivity to initial conditions ⋮ Study on prediction methods for dynamic systems of nonlinear chaotic time series ⋮ Nonlinear dynamical system identification with dynamic noise and observational noise ⋮ Influence of noise on the averaged false neighbors method for analyzing time series ⋮ Detecting changes in coupling with Granger causality method from time series with fast transient processes ⋮ Global modeling of the Rössler system from the \(z\)-variable ⋮ Bayesian optimization of empirical model with state-dependent stochastic forcing ⋮ Dynamics from multivariate time series ⋮ Comparisons of new nonlinear modeling techniques with applications to infant respiration. ⋮ Sparse Recovery and Dictionary Learning to Identify the Nonlinear Dynamical Systems: One Step Toward Finding Bifurcation Points in Real Systems ⋮ Fitting model equations to time series using chaos synchronization ⋮ Areawise significance tests for windowed recurrence network analysis ⋮ A COMPARATIVE STUDY OF MODEL SELECTION METHODS FOR NONLINEAR TIME SERIES ⋮ A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION ⋮ REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES ⋮ OBSERVATION OF A PERIOD DOUBLING BIFURCATION DURING ONSET OF HUMAN VENTRICULAR FIBRILLATION ⋮ Selecting nonlinear stochastic process rate models using information criteria ⋮ Self-shrinking chaotic stream ciphers ⋮ Describing high-dimensional dynamics with low-dimensional piecewise affine models: Applications to renewable energy ⋮ Electrocardiogram classification using delay differential equations ⋮ A unified approach to attractor reconstruction ⋮ Models of knowing and the investigation of dynamical systems ⋮ MODELING NONLINEAR TIME SERIES USING IMPROVED LEAST SQUARES METHOD ⋮ PARAMETER ESTIMATION USING KALMAN FILTERS WITH CONSTRAINTS ⋮ Modeling nonlinear dynamics and chaos: a review ⋮ A method of embedding dimension estimation based on symplectic geometry ⋮ Applying the method of surrogate data to cyclic time series ⋮ Modelling the dynamics of nonlinear time series using canonical variate analysis ⋮ Application of nonlinear time series analysis techniques to high-frequency currency exchange data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local and global behavior near homoclinic orbits
- Nonlinear prediction of chaotic time series
- Estimating the dimension of a model
- Local Lyapunov exponents computed from observed data
- On selecting models for nonlinear time series
- Modeling chaotic motions of a string from experimental data
- ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
- Independent coordinates for strange attractors from mutual information
- Topological dimension and local coordinates from time series data
- PARSIMONIOUS DYNAMICAL RECONSTRUCTION
- A new look at the statistical model identification
