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Extraction of dynamical equations from chaotic data. (English) Zbl 1194.37141

Summary: A method is described for extracting from a chaotic time series a system of equations whose solution reproduces the general features of the original data even when these are contaminated with noise. The equations facilitate calculation of fractal dimension, Lyapunov exponents and short-term predictions. The method is applied to data derived from numerical solutions of the logistic equation, the Hénon equations with added noise, the Lorenz equations and the Rössler equations.

MSC:

37M10 Time series analysis of dynamical systems
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