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首页> 外文期刊>Chaos, Solitons and Fractals: Applications in Science and Engineering: An Interdisciplinary Journal of Nonlinear Science >Chaotic dynamics reconstruction from noisy data: Phenomenonof predictability worsening for incomplete set of observables
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Chaotic dynamics reconstruction from noisy data: Phenomenonof predictability worsening for incomplete set of observables

机译:从嘈杂的数据中重建混沌动力学:对于不完整的可观测量,可预测性现象恶化

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摘要

The phenomenon of predictability worsening is studied, which is characteristic for chaoticdynamics, reconstructed from incomplete set of observational data. It is pointed out that inconditions of data deficiency, when there are fewer observables than independent vari-ables, reconstruction procedure inevitably has to deal with additional differentiations ofnoisy observables, which is the main reason for the phenomenon of predictability worsen-ing to take place, especially in the presence of short-correlated noise. The phenomenon of predictability worsening is illustrated with a theoretical analysis andnumerical simulations for the third order system (R_ssler attractor), which can be recon-structed using the least squares method on the basis of three, two and one noisy observ-ables. For all the three cases the admissible noise intensity is estimated, which providesacceptable quality of prediction. It is shown that a deficiency of every observable is respon-sible for a significant (up to 20 ÷ 100 times) decrease of the admissible noise. Numericalresults are in a satisfactory agreement with theoretical expectations.
机译:研究了可预测性恶化的现象,该现象是混沌动力学的特征,是从不完整的观测数据集中重建的。需要指出的是,在数据缺乏的情况下,当可观察变量少于独立变量时,重构过程不可避免地要处理嘈杂的可观察变量的额外差异,这是可预测性恶化的主要原因。尤其是在存在短相关噪声的情况下。通过对三阶系统(R_ssler吸引子)的理论分析和数值模拟,说明了可预测性恶化的现象,可以使用最小二乘法在三个,两个和一个嘈杂的观测值的基础上对其进行重构。对于所有这三种情况,都估计了可接受的噪声强度,这提供了可接受的预测质量。结果表明,每个可观察到的缺陷都是造成可允许噪声显着(最多20÷100倍)降低的原因。数值结果与理论预期值令人满意。

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