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

DOI10.1016/J.CHAOS.2019.04.008MaRDI QIDQ2213641zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 6443084 (Why is no real title available?)
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• Control of stochastic chaos using sliding mode method
• Determining Lyapunov exponents from a time series
• Extraction of dynamical equations from chaotic data
• Identification of nonlinear systems using polynomial nonlinear state space models
• Markov chains: models, algorithms and applications
• Markov models for pattern recognition. From theory to applications
• Nonlinear Time Series Analysis
• On parameter estimation of chaotic systems via symbolic time-series analysis
• On selecting models for nonlinear time series
• On the control of unknown continuous time chaotic systems by applying Takens embedding theory
• Practical method for determining the minimum embedding dimension of a scalar time series

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

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Uses Software

• Sprott's Software

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