Useful lies: Dynamics from data (Q2712144)

The article deals with the construction of nonlinear dynamic models directly (i.e., without using first principles) from given time series. A primary goal is not a good fit but the model's ability to answer questions or to determine interesting quantities, e.g., reproducing dynamics, prediction horizon, Lyapunov exponents, cycles, bifurcations etc. The author discusses several approaches such as context tree reconstruction for problems with discrete data from a small alphabet and triangulation for nominally continuous data. Finally, open problems are indicated.NEWLINENEWLINEFor the entire collection see [Zbl 0958.00020].