Wavelet Reconstruction of Nonlinear Dynamics
David Allingham, Matthew West, Alistair Mees · International Journal of Bifurcation and Chaos · 1998
We investigate the reconstruction of embedded time-series from chaotic dynamical systems using wavelets. The standard wavelet transforms are not applicable because of the embedding, and we use a basis pursuit method which on its own does not perform very well. When this is combined with a continuous optimizer, however, we obtain very good models. We discuss the success of this method and apply it to some data from a vibrating string experiment.