Goodness of fit in nonlinear dynamics: misspecified rates or misspecified states?

DOI10.1214/15-AOAS828zbMATH Open1397.62269arXiv1312.0294OpenAlexW1748143926MaRDI QIDQ746667FDOQ746667

Authors: Giles Hooker, Stephen P. Ellner 

Publication date: 28 October 2015

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: This paper introduces diagnostic tests for the nature of lack of fit in ordinary differential equation models (ODEs) proposed for data. We present a hierarchy of three possible sources of lack of fit: unaccounted-for stochastic variation, misspecification of functional forms in rate equations, and omission of dynamic variables in the description of the system. We represent lack of fit by allowing a parameter vector to vary over time, and propose generic testing procedures that do not rely on specific alternative models. Instead, different sources for lack of fit are characterized in terms of nonparametric relationships among latent variables. The tests are carried out through a combination of residual bootstrap and permutation methods. We demonstrate the effectiveness of these tests on simulated data and on real data from laboratory ecological experiments and electro-cardiogram data.

Full work available at URL: https://arxiv.org/abs/1312.0294

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zbMATH Keywords

bootstrapdifferential equationattractor reconstructiongoodness of fitdiagnosticsnonparametric relationships

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09)

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Cited In (10)

• Model Checking for Parametric Ordinary Differential Equations Systems
• Differential equations in data analysis
• Goodness of fit in nonlinear dynamics: misspecified rates or misspecified states?
• A tracking approach to parameter estimation in linear ordinary differential equations
• Experimental design for partially observed Markov decision processes
• Timing observations of diffusions
• Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach
• Forcing Function Diagnostics for Nonlinear Dynamics
• Optimal control and additive perturbations help in estimating ill-posed and uncertain dynamical systems
• A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory

Uses Software

• mgcv
• PhysioToolkit

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