2006
DOI: 10.1103/physreve.73.036211
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Modified Bayesian approach for the reconstruction of dynamical systems from time series

Abstract: Some recent papers were concerned with applicability of the Bayesian (statistical) approach to reconstruction of dynamic systems (DS) from experimental data. A significant merit of the approach is its universality. But, being correct in terms of meeting conditions of the underlying theorem, the Bayesian approach to reconstruction of DS is hard to realize in the most interesting case of noisy chaotic time series (TS). In this work we consider a modification of the Bayesian approach that can be used for reconstr… Show more

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Cited by 21 publications
(11 citation statements)
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“…The likelihood (equation 3) was sampled using Markov Chain Monte Carlo approach by Metropolis–Hastings algorithm (Mukhin et al. ; Loskutov et al. ; Molkov et al.…”
Section: Methodsmentioning
confidence: 99%
See 1 more Smart Citation
“…The likelihood (equation 3) was sampled using Markov Chain Monte Carlo approach by Metropolis–Hastings algorithm (Mukhin et al. ; Loskutov et al. ; Molkov et al.…”
Section: Methodsmentioning
confidence: 99%
“…where k = saline or Amph, and N = 13 and 15 for saline and Amph, respectively. The likelihood (equation 3) was sampled using Markov Chain Monte Carlo approach by Metropolis-Hastings algorithm (Mukhin et al 2006;Loskutov et al 2008;Molkov et al 2011Molkov et al , 2012Robert et al).…”
Section: Model Parameter Estimationmentioning
confidence: 99%
“…Construction of parametrized models (global reconstruction) of deterministic dynamical systems from time series has been broadly discussed in the literature in the past 20 years [1][2][3][4][5][6][7][8][9][10]. The mathematical apparatus substantiating such a possibility has been developed.…”
Section: Introductionmentioning
confidence: 99%
“…Such problems can involve prediction of the qualitative variations in the dynamics [5,6] and estimation of the characteristics of interaction (coupling) among the complex-system elements [7][8][9]. Along with the deterministic nonlinear models [1][2][3], much attention is given to the development of the stochastic model equations [3][4][5][6][10][11][12][13] also when estimating the directional-coupling characteristics by empirical simulation of the phase dynamics [8,14]. The issue of the presence or absence of delay of the mutual influence of the studied systems and of the delay-time value [17], which often determines the observed-dynamics complexity, is important when solving the above-mentioned problem that is topical in neurophysiology [15], climatology [16], and other fields.…”
Section: Introductionmentioning
confidence: 99%