Additive nonparametric reconstruction of dynamical systems from time series.
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.
Abel
Markus
M
Institute of Physics, University of Potsdam, 14415 Potsdam, Germany. markus@stat.physik.uni-potsdam.de
Ahnert
Karsten
K
Kurths
Jürgen
J
Mandelj
Simon
S