Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems
Author(s) -
Yoshito Hirata,
Yuzuru Sato,
Davide Faranda
Publication year - 2020
Publication title -
chaos an interdisciplinary journal of nonlinear science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.971
H-Index - 113
eISSN - 1089-7682
pISSN - 1054-1500
DOI - 10.1063/5.0009450
Subject(s) - realization (probability) , series (stratigraphy) , permutation (music) , set (abstract data type) , dynamical systems theory , computer science , dynamical system (definition) , mathematics , statistical physics , physics , statistics , paleontology , quantum mechanics , acoustics , biology , programming language
It has been shown that a permutation can uniquely identify the joint set of an initial condition and a non-autonomous external force realization added to the deterministic system in given time series data. We demonstrate that our results can be applied to time series forecasting as well as the estimation of common external forces. Thus, permutations provide a convenient description for a time series data set generated by non-autonomous dynamical systems.
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