从高或无限维系统的混乱时间序列中构建低维普通微分方程,使用基于辐射函数的回归
Natsuki Tsutsumi1, Kengo Nakai2, Yoshitaka Saiki3
1Faculty of Commerce and Management, Hitotsubashi University, Tokyo 186-8601, Japan.
Physical review. E
|December 20, 2023
概括
基于射线函数的回归 (RfR) 方法有效地从时间序列数据中构建低维的混乱微分方程. 这种方法可以准确地模拟复杂的系统,即使在有噪音的观测.
科学领域:
- 动态系统和混沌理论
- 非线性时间序列分析
- 计算物理 计算物理
背景情况:
- 之前的工作引入了基于辐射函数的回归 (RfR) 方法,用于从确定性时间序列构建普通微分方程.
- RfR方法利用高斯半径基函数和多项式术语来进行混乱行为的稳健建模.
研究的目的:
- 在各种高或无限维的确定性系统上应用和验证RfR方法.
- 从复杂的时间序列数据构建低维微分方程模型,包括杂的观测.
主要方法:
- 应用基于辐射功能的回归 (RfR) 方法.
- 使用高斯辐射基函数和多项式术语的回归.
- 从部分微分方程,延迟微分方程,流模型和间歇动态学分析时间序列.
主要成果:
- 成功构建了各种复杂的决定性动态的低维普通微分方程系统.
- 证明了有效的建模和预测能力,包括对不变集和密度的重建.
- 在存在观察噪声的情况下验证了该方法的稳定性.
- 在特定的模型中使用阶梯和步骤方法识别了混乱的马轨迹.
结论:
- RfR方法是从复杂的时间序列中导出低维动态模型的强大工具.
- 构建的模型表现出预测准确性,并准确地代表了潜在的混乱动态.
- 该方法的适用性扩展到具有噪声和高/无限尺寸的系统.
相关概念视频
Linear Approximation in Time Domain
83
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.
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length,...
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length,...
83
Linear Approximation in Frequency Domain
91
Linear systems are characterized by two main properties: superposition and homogeneity. Superposition allows the response to multiple inputs to be the sum of the responses to each individual input. Homogeneity ensures that scaling an input by a scalar results in the response being scaled by the same scalar.
In contrast, nonlinear systems do not inherently possess these properties. However, for small deviations around an operating point, a nonlinear system can often be approximated as linear....
In contrast, nonlinear systems do not inherently possess these properties. However, for small deviations around an operating point, a nonlinear system can often be approximated as linear....
91
RLC Circuit as a Damped Oscillator
1.0K
An RLC circuit combines a resistor, inductor, and capacitor, connected in a series or parallel combination.
Consider a series RLC circuit. Here, the presence of resistance in the circuit leads to energy loss due to joule heating in the resistance. Therefore, the total electromagnetic energy in the circuit is no longer constant and decreases with time. Since the magnitude of charge, current, and potential difference continuously decreases, their oscillations are said to be damped. This is...
Consider a series RLC circuit. Here, the presence of resistance in the circuit leads to energy loss due to joule heating in the resistance. Therefore, the total electromagnetic energy in the circuit is no longer constant and decreases with time. Since the magnitude of charge, current, and potential difference continuously decreases, their oscillations are said to be damped. This is...
1.0K
State Space Representation
209
The frequency-domain technique, commonly used in analyzing and designing feedback control systems, is effective for linear, time-invariant systems. However, it falls short when dealing with nonlinear, time-varying, and multiple-input multiple-output systems. The time-domain or state-space approach addresses these limitations by utilizing state variables to construct simultaneous, first-order differential equations, known as state equations, for an nth-order system.
Consider an RLC circuit, a...
Consider an RLC circuit, a...
209
Classification of Systems-II
149
Continuous-time systems have continuous input and output signals, with time measured continuously. These systems are generally defined by differential or algebraic equations. For instance, in an RC circuit, the relationship between input and output voltage is expressed through a differential equation derived from Ohm's law and the capacitor relation,
149
Types of Responses of Series RLC Circuits
892
A second-order differential equation characterizes a source-free series RLC circuit, marking its distinct mathematical representation. The complete solution of this equation is a blend of two unique solutions, each linked to the circuit's roots expressed in terms of the damping factor and resonant frequency.
892


