Phys. Rev. E 71, 015203(R) (2005) - Additive nonparametric reconstruction of dynamical systems from time series

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Additive nonparametric reconstruction of dynamical systems from time series

Markus Abel, Karsten Ahnert, Jürgen Kurths, and Simon Mandelj

Phys. Rev. E 71, 015203(R) – Published 12 January 2005

Abstract

We present a nonparametric way to retrieve an additive 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 apply our method to a modified chaotic Chua oscillator in order to demonstrate its potential.

Received 22 July 2004

DOI:https://doi.org/10.1103/PhysRevE.71.015203

©2005 American Physical Society

Authors & Affiliations

Markus Abel^*, Karsten Ahnert, Jürgen Kurths, and Simon Mandelj

Institute of Physics, University of Potsdam, 14415 Potsdam, Germany

^*Electronic address: markus@stat.physik.uni-potsdam.de

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Issue

Vol. 71, Iss. 1 — January 2005

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