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Estimating dynamical models using generalized correlation functions

โœ Scribed by James Kadtke; Michael Kremliovsky

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
113 KB
Volume
260
Category
Article
ISSN
0375-9601

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โœฆ Synopsis

We develop a method for estimating closed-form nonlinear dynamical models from observed time series, which expresses the unknown coefficients as functions of generalized higher-order data correlations. Besides robust numerical properties, this method often yields analytic coefficient representations which provide theoretical insight into general model properties.

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