Markov chain Monte Carlo estimation of nonlinear dynamics from time series

Physica D: Nonlinear Phenomena

Volumn 160, Issue 1-2, 2001, Pages 116-126

  Bremer, Christopher L ^a   Kaplan, Daniel T ^a  

^a MACALESTER COLLEGE   (United States)

Author keywords

Bayesian analysis; Chaotic systems; Markov chain Monte Carlo; Nonlinear dynamics; Time series

Indexed keywords

CHAOS THEORY; DYNAMICS; MARKOV PROCESSES; MONTE CARLO METHODS; NOISE ABATEMENT; PARAMETER ESTIMATION; PROBABILITY; PROBABILITY DENSITY FUNCTION; SYSTEMS ANALYSIS; VECTORS;

NOISE MEASUREMENT;

TIME SERIES ANALYSIS;

EID: 0035577178     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2789(01)00323-2     Document Type: Article

References (20)

1. Independent coordinates for strange attractors from mutual information
2. On noise reduction methods for chaotic data
3. How many delay coordinates do you need?
4. Plateau onset for correlation dimension: When does it occur?
5. Nonlinear noise reduction through Monte Carlo sampling
6. Bayesian reconstruction of chaotic dynamical systems
7. Better nonlinear models from noisy data: Attractors with maximum likelihood
8. Noise reduction in dynamical systems
9. Noise reduction by gradient descent
10. A language and program for complex Bayesian modelling
11. Embedology
12. Propagation of electrical activity: Nonlinear association and time delays between EEG signals