Three subproblems of global model reconstruction from time series and their peculiarities

Huawei Technologies Co in Russia, Taras Dikanev, Dmitrij Smirnov, В. И. Пономаренко, Boris Petrovich Bezruchko · Izvestiya VUZ Applied Nonlinear Dynamics · 2003

We consider three main subproblems оf global reconstruction оf dynamical models from time series: selection of dynamical variables, selection оf model function, аnd estimation of model parameters. Special techniques for their solution are presented. Their applications and prospects of the further development of empiric modeling methods are discussed. The approaches are illustrated in numerical and acoustic experiments.

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