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Extraction of Models from Complex Data

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Part of the book series: NATO ASI Series ((NSSB,volume 208))

Abstract

In this article we are concerned with the problem of prediction and data reduction of complex dynamical systems1. We will try to answer the following questions:

  • How does one have to choose the delaytime τ and the embedding dimension m, in order to obtain an optimal reconstruction of the strange attractor of a chaotic system from the time series of a single variable?

  • How could one use unstable periodic orbits, in order to extract models that can be used for prediction?

  • What is the optimal encoding of the prediction function?

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References

  1. For an introduction see e.g. H.G. Schuster, “Deterministic Chaos” second edition, VCH publishers, Weinheim (1988)

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© 1989 Plenum Press, New York

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Schuster, H.G. (1989). Extraction of Models from Complex Data. In: Abraham, N.B., Albano, A.M., Passamante, A., Rapp, P.E. (eds) Measures of Complexity and Chaos. NATO ASI Series, vol 208. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-0623-9_50

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  • DOI: https://doi.org/10.1007/978-1-4757-0623-9_50

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4757-0625-3

  • Online ISBN: 978-1-4757-0623-9

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