Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates
DOI10.1007/S13160-017-0296-2zbMath1404.60054OpenAlexW2792949031MaRDI QIDQ1756720
Seiichiro Kusuoka, Masaru Inatsu, Yoshitaka Saiki, Naoto Nakano
Publication date: 21 December 2018
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-017-0296-2
stochastic differential equationinverse problemnonlinear dynamical systemspredictabilitydimensionality reduction
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)
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