Likelihood and Bayesian Prediction of Chaotic Systems

DOI10.2307/2290510zbMath0771.62073MaRDI QIDQ4031116

L. Mark Berliner

Publication date: 1 April 1993

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

zbMATH Keywords

prediction; chaos; logistic map; Duffing equation; ergodic theory; likelihood function; statistical regularity; nonlinear dynamic system; Bayesian prediction; discretization of differential equations; time discrete dynamical systems; short time prediction; long-time forecasts

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior

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