Additive nonparametric reconstruction of dynamical systems from time series

Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Jan;71(1 Pt 2):015203. doi: 10.1103/PhysRevE.71.015203. Epub 2005 Jan 12.

Abstract

We present a nonparametric way to retrieve an additive system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long-term predictions. We apply our method to a modified chaotic Chua oscillator in order to demonstrate its potential.