Predictability of complex dynamical systems

Yurii A. Kravtsov, James B. Kadtke (eds.)

This book addresses researchers and practitioners interested in modeling, prediction and forecasting of natural systems based on nonlinear dynamics. It is a practical guide to data analysis and to the development of algorithms especially for complex systems presenting topics like characterization of nonlinear correlations in data as dynamical systems, reconstruction of dynamical models from data, nonlinear noise reduction and the limits of predicatability. The authors consider practical problems from e.g. signal and time series analysis, biomedical data analysis, financial analysis, stochastic modeling, human evolution, and political modeling. They give new methods for nonlinear filtering of complex signals and new algorithms for signal classification, and the concept of the "Global Brain".

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  • 1 Introduction.- 2 Time Series Analysis: The Search for Determinism.- Method to Discriminate Against Determinism in Time Series Data.- Observing and Predicting Chaotic Signals: Is 2% Noise Too Much?.- A Discriminant Procedure for the Solution of Inverse Problems for Non-stationary Systems.- Classifying Complex, Deterministic Signals.- 3 Dynamical Modeling and Forecasting Algorithms.- Strategy and Algorithms of Dynamical Forecasting.- Parsimony in Dynamical Modeling.- The Bifurcation Paradox: The Final State Is Predictable If the Transition Is Fast Enough.- 4 Prediction of Biological Systems.- Models and Predictability of Biological Systems.- Limits of Predictability for Biospheric Processes.- 5 Analysis and Forecasting of Financial Data.- The Application of Wave Form Dictionaries to Stock Market Index Data.- 6 Socio-Political and Global Problems.- Messy Futures and Global Brains.

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書名 Predictability of complex dynamical systems
著作者等 Kadtke, James B.
Kravt︠s︡ov, I︠U︡riĭ Aleksandrovich
Kravtsov Yurii A.
シリーズ名 Springer series in synergetics
出版元 Springer
刊行年月 c1996
版表示 Softcover reprint of the original 1st ed. 1996
ページ数 xii, 234 p.
大きさ 25 cm
ISBN 9783642802560
NCID BA28653525
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言語 英語
出版国 ドイツ