Wavelet reconstruction of nonlinear dynamics. (English) Zbl 0984.37102

Summary: 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.


37M10 Time series analysis of dynamical systems
65T60 Numerical methods for wavelets
37D45 Strange attractors, chaotic dynamics of systems with hyperbolic behavior
Full Text: DOI


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