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

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Dikanev T. V., Smirnov D. A., Ponomarenko V. I., Bezruchko B. P. Three subproblems of global model reconstruction from time series and their peculiarities. Izvestiya VUZ. Applied Nonlinear Dynamics, 2003, vol. 11, iss. 3, pp. 165-178. DOI: 10.18500/0869-6632-2003-11-3-165-178

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517.9: 519.6

Three subproblems of global model reconstruction from time series and their peculiarities

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
Ponomarenko Vladimir Ivanovich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences
Bezruchko Boris Petrovich, Saratov State University

We consider three main subproblems оf global reconstruction оf dynamical models from time series: selection of dynamical variables, selection оf model function, аnd estimation of model parameters. Special techniques for their solution are presented. Their applications and prospects of the further development of empiric modeling methods are discussed. The approaches are illustrated in numerical and acoustic experiments.

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The work was supported by the RFBR (grant M. 02-02-17578), CRDF (Award REC-006), and the Russian Ministry of education.
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