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Additive Nonparametric Reconstruction of Dynamical Systems from Time Series

Markus Abel·Karsten Ahnert·Juergen Kurths·Simon Mandelj
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Abstract

We present a nonparametric way to retrieve a system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long term predictions. We demonstrate the potential of our approach for a modified chaotic Chua oscillator.

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Markus Abel, Karsten Ahnert, Juergen Kurths, Simon Mandelj. 2004-11-30. Additive Nonparametric Reconstruction of Dynamical Systems from Time Series. https://doi.org/10.1103/physreve.71.015203

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