APS » PROLA » Phys. Rev. E » Volume 71 » Issue 1
< Previous article | Next article >

Phys. Rev. E 71, 015203 (2005) [4 pages]

Additive nonparametric reconstruction of dynamical systems from time series

Download: PDF (207 kB) or Buy this Article (Use Article Pack) Export: BibTeX or EndNote (RIS)

Markus Abel *, Karsten Ahnert, Jürgen Kurths, and Simon Mandelj
Institute of Physics, University of Potsdam, 14415 Potsdam, Germany

Rapid Communication Received 22 July 2004; published 12 January 2005

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.


©2005 The American Physical Society

URL: http://link.aps.org/doi/10.1103/PhysRevE.71.015203
DOI: 10.1103/PhysRevE.71.015203
PACS: 05.45.Tp, 47.52.+j

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

[ Abstract  |  Previous article  |  Next article  |  Issue 1 ]