Likelihood and Bayesian Prediction of Chaotic Systems

DOI10.2307/2290510zbMath0771.62073OpenAlexW4236796069MaRDI QIDQ4031116

L. Mark Berliner

Publication date: 1 April 1993

Full work available at URL: https://doi.org/10.2307/2290510

zbMATH Keywords

predictionchaoslogistic mapDuffing equationergodic theorylikelihood functionstatistical regularitynonlinear dynamic systemBayesian predictiondiscretization of differential equationstime discrete dynamical systemsshort time predictionlong-time forecasts

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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