Modelling Dynamical Systems from Real-World Data
This summary describes some of my work on construction of dynamical system models from data, as part of a larger project to identify nonlinear dynamics and distinguish it from noise. In the space available it is only possible to look briefly at a number of different ideas and applications. The reader is referred to the bibliography for fuller details.
KeywordsLyapunov Exponent Dynamical System Model Multivariate Adaptive Regression Spline Chaotic Time Series Modelling Complex System
Unable to display preview. Download preview PDF.
- M. Casdagli, Phys. Rev. Letters, to appear (1989).Google Scholar
- J.H. Friedman, Multivariate adaptive regression splines, Technical Report 102, Laboratory for Computational Statistics, Stanford University (1988).Google Scholar
- A.I. Mees, Modelling Complex Systems, Proceedings of the Conference on Modelling Complex Systems, eds. L.S. Jennings, A.I. Mees and T.L. Vincent, Birkhauser-Boston (1989).Google Scholar