On the existence of proper stochastic Markov models for statistical reconstruction and prediction of chaotic time series

DOI10.1016/J.CHAOS.2019.04.008zbMATH Open1448.37099OpenAlexW2941190165MaRDI QIDQ2213641FDOQ2213641

Authors: Meysam Jokar, Hassan Salarieh, Aria Alasty 

Publication date: 2 December 2020

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.04.008

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zbMATH Keywords

predictionchaotic time seriesMarkov modelingstatistical reconstructiondeterministic model of nearest neighbors

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series analysis of dynamical systems (37M10)

Cites Work

• Determining Lyapunov exponents from a time series
• Title not available (Why is that?)
• Nonlinear Time Series Analysis
• Markov chains: models, algorithms and applications
• Practical method for determining the minimum embedding dimension of a scalar time series
• Control of stochastic chaos using sliding mode method
• Extraction of dynamical equations from chaotic data
• On selecting models for nonlinear time series
• Identification of nonlinear systems using polynomial nonlinear state space models
• A hidden chaotic attractor in the classical Lorenz system
• On parameter estimation of chaotic systems via symbolic time-series analysis
• On the control of unknown continuous time chaotic systems by applying Takens embedding theory
• Chaos control in delayed phase space constructed by the Takens embedding theory
• Title not available (Why is that?)
• Markov models for pattern recognition. From theory to applications

Cited In (4)

• A new approach to extreme event prediction and mitigation via Markov-model-based chaos control
• PHASE SPACE RECONSTRUCTION AND NONLINEAR PREDICTIONS FOR STATIONARY AND NONSTATIONARY MARKOVIAN PROCESSES
• Stochastic time series with strong, correlated measurement noise: Markov analysis in \(N\) dimensions
• Optimizing Markovian modeling of chaotic systems with recurrent neural networks

Uses Software

• Sprott's Software

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