Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems

It has been shown that a permutation can uniquely identify the joint set of an initial condition and a non-autonomous external force realization added to the deterministic system in given time series data. We demonstrate that our results can be applied to time series forecasting as well as the estim...

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Bibliographic Details
Published in:Chaos (Woodbury, N.Y.) Vol. 30; no. 10; p. 103103
Main Authors: Hirata, Yoshito, Sato, Yuzuru, Faranda, Davide
Format: Journal Article
Language:English
Published: 01.10.2020
ISSN:1089-7682, 1089-7682
Online Access:Get more information
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Summary:It has been shown that a permutation can uniquely identify the joint set of an initial condition and a non-autonomous external force realization added to the deterministic system in given time series data. We demonstrate that our results can be applied to time series forecasting as well as the estimation of common external forces. Thus, permutations provide a convenient description for a time series data set generated by non-autonomous dynamical systems.It has been shown that a permutation can uniquely identify the joint set of an initial condition and a non-autonomous external force realization added to the deterministic system in given time series data. We demonstrate that our results can be applied to time series forecasting as well as the estimation of common external forces. Thus, permutations provide a convenient description for a time series data set generated by non-autonomous dynamical systems.
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ISSN:1089-7682
1089-7682
DOI:10.1063/5.0009450