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基于时间序列估计时滞系统之间的耦合。

Estimation of coupling between time-delay systems from time series.

作者信息

Prokhorov M D, Ponomarenko V I

机构信息

Saratov Department of the Institute of RadioEngineering and Electronics of Russian Academy of Sciences, Zelyonaya Street, 38, Saratov, 410019, Russia.

出版信息

Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Jul;72(1 Pt 2):016210. doi: 10.1103/PhysRevE.72.016210. Epub 2005 Jul 19.

DOI:10.1103/PhysRevE.72.016210
PMID:16090069
Abstract

We propose a method for estimation of coupling between the systems governed by scalar time-delay differential equations of the Mackey-Glass type from the observed time series data. The method allows one to detect the presence of certain types of linear coupling between two time-delay systems, to define the type, strength, and direction of coupling, and to recover the model equations of coupled time-delay systems from chaotic time series corrupted by noise. We verify our method using both numerical and experimental data.

摘要

我们提出了一种从观测时间序列数据估计由Mackey-Glass型标量时滞微分方程所描述的系统之间耦合的方法。该方法能够检测两个时滞系统之间特定类型线性耦合的存在,确定耦合的类型、强度和方向,并从受噪声干扰的混沌时间序列中恢复耦合时滞系统的模型方程。我们使用数值数据和实验数据对我们的方法进行了验证。

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