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The dynamical systems are comprised of two components that change over time: the state space and the observation models. This study examines parameter inference in dynamical systems from the perspective of Bayesian inference. Inference on unknown parameters in nonlinear and non-Gaussian dynamical systems is challenging because the posterior densities corresponding to the unknown parameters do not have traceable formulations. Such a system is represented by the Ricker model, which is a traditional discrete population model in ecology and epidemiology that is used in many fields. This study, which deals with parameter inference, also known as parameter learning, is the central objective of this study. A sequential embedded estimation technique is proposed to estimate the posterior density and obtain parameter inference. The resulting algorithm is called the Augmented Sequential Markov Chain Monte Carlo (ASMCMC) procedure. Experiments are performed via simulation to illustrate the performance of the ASMCMC algorithm for observations from the Ricker dynamical system.
The dynamical systems are comprised of two components that change over time: the state space and the observation models. This study examines parameter inference in dynamical systems from the perspective of Bayesian inference. Inference on unknown parameters in nonlinear and non-Gaussian dynamical systems is challenging because the posterior densities corresponding to the unknown parameters do not have traceable formulations. Such a system is represented by the Ricker model, which is a traditional discrete population model in ecology and epidemiology that is used in many fields. This study, which deals with parameter inference, also known as parameter learning, is the central objective of this study. A sequential embedded estimation technique is proposed to estimate the posterior density and obtain parameter inference. The resulting algorithm is called the Augmented Sequential Markov Chain Monte Carlo (ASMCMC) procedure. Experiments are performed via simulation to illustrate the performance of the ASMCMC algorithm for observations from the Ricker dynamical system.
We focus on the stability analysis of two types of discrete dynamic models: a discrete dynamic equation and a discrete dynamics system consisting of two equations with mutualistic interaction given by x n + 1 = a + b x n λ − ( x n − 1 + x n − k ) c + x n − 1 + x n − k {x}_{n+1}=a+\frac{b{x}_{n}{\lambda }^{-\left({x}_{n-1}+{x}_{n-k})}}{c+{x}_{n-1}+{x}_{n-k}} and x n + 1 = a 1 + b 1 y n λ − ( y n − 1 + x n − k ) c 1 + y n − 1 + x n − k , y n + 1 = a 2 + b 2 x n λ − ( x n − 1 + y n − k ) c 2 + x n − 1 + y n − k , {x}_{n+1}={a}_{1}+\frac{{b}_{1}{y}_{n}{\lambda }^{-({y}_{n-1}+{x}_{n-k})}}{{c}_{1}+{y}_{n-1}+{x}_{n-k}},\hspace{1.0em}{y}_{n+1}={a}_{2}+\frac{{b}_{2}{x}_{n}{\lambda }^{-\left({x}_{n-1}+{y}_{n-k})}}{{c}_{2}+{x}_{n-1}+{y}_{n-k}}, respectively, where k ∈ { 2 , 3 , … } k\in \left\{2,3,\ldots \right\} , the constants a , a 1 , ≥ 0 a,{a}_{1},\ge 0 , b , b 1 > 0 b,{b}_{1}\gt 0 , and c , c 1 ≥ 0 c,{c}_{1}\ge 0 be the initial densities, finite rate of increase and the limiting constant associated with the density of the species, respectively, and a 2 ≥ 0 {a}_{2}\ge 0 , b 2 > 0 {b}_{2}\gt 0 , and c 2 ≥ 0 {c}_{2}\ge 0 be the initial densities, finite rate of increase, and the limiting constant associated with the density of the mutually interacting species, respectively. k k , a positive integer represents a time delay in the system and λ ≥ 1 \lambda \ge 1 shows a decay factor based on the sum of two past time step population densities. Our main objective is to understand the impact of mutualistic interactions on the stability of discrete dynamic systems. To illustrate the boundedness and stability of these models, we also provide animated plots and bifurcation diagrams.
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