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Nonlinear systems often require sophisticated approaches for accurate modeling and analysis, with state-space representation being particularly effective. This method is especially useful for systems where variables and parameters vary with time or operating conditions, such as in a simple pendulum or a translational mechanical system with nonlinear springs.
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Summary

This study presents a data-driven method to predict complex natural and social systems. It estimates external influences and internal variability to forecast system behavior, aiding in understanding underlying dynamics.

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Area of Science:

  • Complex Systems Science
  • Data-Driven Modeling
  • Predictability Analysis

Background:

  • Natural and social systems display complex dynamics governed by unknown laws.
  • Estimating system predictability is crucial for understanding and forecasting behavior.

Purpose of the Study:

  • To develop a unified data-driven approach for estimating the predictability of complex systems.
  • To provide a framework for analyzing systems with multiple independent realizations.

Main Methods:

  • Ensemble mean estimation for external factors (forcings) in quasi-linear dynamics.
  • Bayesian linear stochastic modeling to capture residual internal variability.
  • Identifying predictable patterns using self-forecast covariance matrices.

Main Results:

  • The method successfully decomposes system evolution into forced signals and internal variability.
  • Demonstrated application to climate modeling (sea-surface temperature) and economic data (consumer spending).
  • Revealed diverse predictability characteristics, from low-dimensional forced signals to complex forcings with limited predictable modes.

Conclusions:

  • The proposed framework offers insights into the underlying dynamical processes of complex systems.
  • The decomposition technique is versatile, applicable to both natural and social systems.
  • Highlights the utility of data-driven approaches in assessing and understanding system predictability.