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

Additive nonparametric reconstruction of dynamical systems from time series

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

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