RECONSTRUCTION OF THE DETERMINISTIC DYNAMICS OF STOCHASTIC SYSTEMS

DOI10.1142/S0218127404010436MaRDI QIDQ4669145zbMATH OpenOpenAlexFDO

Authors Malte Siefert, J. Peinke

Publication date 15 April 2005

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127404010436

zbMATH Keywords

nonlinear dynamicsstochastic analysis methodsstochastic processesTime series analysis

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

• Delay embedding in the presence of dynamical noise
• Evidence of Markov properties of high frequency exchange rate data
• Experimental indications for Markov properties of small-scale turbulence
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• Parameter estimation in nonlinear stochastic differential equations
• Takens embedding theorems for forced and stochastic systems
• THE RECONSTRUCTION OF THE FOKKER-PLANCK AND MASTER EQUATIONS ON THE BASIS OF EXPERIMENTAL DATA: H-THEOREM AND S-THEOREM

Cited in

(14)

• From probabilistic descriptions to deterministic dynamics
• Simultaneous modeling of nonlinear deterministic and stochastic dynamics
• scientific article; zbMATH DE number 4031548 (Why is no real title available?)
• Stochastic time series with strong, correlated measurement noise: Markov analysis in N dimensions
• PARSIMONIOUS DYNAMICAL RECONSTRUCTION
• Learning the dynamics of two-dimensional stochastic Markov processes
• Reconstructing latent dynamical noise for better forecasting observables
• On universal features of the turbulent cascade in terms of non-equilibrium thermodynamics
• Joint reconstruction and prediction of random dynamical systems under borrowing of strength
• A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
• scientific article; zbMATH DE number 1432186 (Why is no real title available?)
• Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems
• Estimating Kramers-Moyal coefficients in short and non-stationary data sets
• Bivariate time-periodic Fokker-Planck model for freeway traffic

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