ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

For citation:

Bezruchko B. P., Dikanev T. V., Smirnov D. A. Test for uniqueness and continuity in global reconstruction of model equations from time series. Izvestiya VUZ. Applied Nonlinear Dynamics, 2002, vol. 10, iss. 4, pp. 69-81. DOI: 10.18500/0869-6632-2002-10-4-69-81

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Language: 
Russian
Heading: 
Applied Problems of Nonlinear Oscillation and Wave Theory
Article type: 
Article
UDC: 
530.18
DOI: 
10.18500/0869-6632-2002-10-4-69-81

Test for uniqueness and continuity in global reconstruction of model equations from time series

Autors: 
Bezruchko Boris Petrovich, Saratov State University
Dikanev Taras Viktorovich, Huawei Technologies Co in Russia
Smirnov Dmitrij Alekseevich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences
Abstract: 

The problem of construction of global dynamical models from time series (from discrete sets of values of an observable variable) is quite relevant for different fields of science. The first step оf such modeling is the values obtaining оf variable quantities from аn experimental time series which will serve аs dynamical variables of а model. This «choice оf variables» determines the success оf modeling to а significant extent. In this paper we suggest a technique which helps to find a «good» set of dynamical variables. For each variant of state variables, their time series are tested for uniqueness and continuity of dependencies between the state variables and quantities which should enter left-hand sides of model equations (that is for possibility of deterministic description). Efficiency of the technique is shown in numerical and radiophysical experiments.

Key words: 
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Acknowledgments: 
The work was supported by RFBR (grants No. 02-02-17578, 02-02-06502, 02-02-06503), RAS (youth grant No. 23) and CRDF (grant REC-006).
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Received: 
24.06.2002
Accepted: 
05.08.2002
Available online: 
19.01.2024
Published: 
30.12.2002
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