Modeling nonlinear determinism in short time series from noise driven discrete and continuous systems (Q2709998)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling nonlinear determinism in short time series from noise driven discrete and continuous systems |
scientific article |
Statements
13 July 2001
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short time series
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noise driven system
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stochastic nonlinear autoregressive model
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fast orthogonal search algorithm
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Modeling nonlinear determinism in short time series from noise driven discrete and continuous systems (English)
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The aim of the paper is to show by simulation examples as well as by application to experimental data, the efficiency of the stochastic nonlinear autoregressive (NAR) model for detecting nonlinear determinism in short time series from discrete and continuous noise driven nonlinear dynamic systems. In the discrete case, Henon map with a Gaussian white noise and the logistic map with dynamic non-Gaussian nonwhite noise is considered; in the continuous case, those are Lorenz, Rösler, and Chua equation systems. Finally, the stochastic NAR model is applied to experimental renal tubular pressure data.
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