INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS 16(2) 445-464 2006年2月 [査読有り]
We improve the least squares (LS) method for building models of a nonlinear dynamical system given finite time series which are contaminated by observational noise. When the noise level is low. the LS method gives good estimates for the parameters...
A method to test for nonlinearity in time series, without the need to apply the Fourier transform, is proposed. This method therefore avoids the drawbacks of previously proposed surrogate techniques associated with the estimation of the signal's p...
We describe a method for identifying dynamics in irregular time series (short term variability). The method we propose focuses attention on the flow of information in the data. We can apply the method even for irregular fluctuations which exhibit ...
In this paper a different algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates. Unlike o...
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS 14(3) 1129-1146 2004年3月 [査読有り]
Constructing models of nonlinear time series is typically NP-hard. One of the difficulties is the local minima, and it is difficult to find a global best model. Some methods have already been proposed that attempt to find good models with reasonab...
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