Reconstructing latent dynamical noise for better forecasting observables

DOI10.1063/1.4996043MaRDI QIDQ4565941zbMATH OpenOpenAlexWikidataFDO

Authors Yoshito Hirata

Publication date 13 June 2018

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4996043

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
• A two-dimensional mapping with a strange attractor
• An equation for continuous chaos
• Delay embedding in the presence of dynamical noise
• Deterministic Nonperiodic Flow
• Dynamical systems and turbulence, Warwick 1980. Proceedings of a Symposium Held at the University of Warwick 1979/80
• Embedology
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• Modelling nonstationary dynamics
• Nonlinear Time Series Analysis
• Reconstructing slow-time dynamics from fast-time measurements
• Reconstruction of driving forces through recurrence plots
• RECONSTRUCTION OF THE DETERMINISTIC DYNAMICS OF STOCHASTIC SYSTEMS
• Recurrence plots revisited
• Sequential reconstruction of driving-forces from nonlinear nonstationary dynamics

Cited in

(7)

• Method for forecasting a scalar parameter on the base of its preceding dynamics
• scientific article; zbMATH DE number 1149919 (Why is no real title available?)
• Joint reconstruction and prediction of random dynamical systems under borrowing of strength
• Chaotic dynamics reconstruction from noisy data: phenomenon of predictability worsening for incomplete set of observables
• Forecasting wind power ramps with prediction coordinates
• Optimal reconstruction of vector fields from data for prediction and uncertainty quantification
• Reconstructing and predicting stochastic dynamical systems using probabilistic deep learning

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