A Deterministic Approach to Approximation Modelling

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3309 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3309 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3309 archive 351 disk0/00/00/32/68 2016-01-15 01:59:36 2021-08-27 17:13:34 2016-01-15 01:59:36 monograph show 2 Heij C. AL0742 Willems J.C. AL1378 A Deterministic Approach to Approximation Modelling pub iis_mod iis_met prog_sds In this paper we will describe a deterministic approach to time series analysis. The central problem consists of approximate modelling of an observed time series by means of a deterministic dynamical system. The quality of a model with respect to data will depend on the purpose of modelling. We will consider the purpose of description and that of prediction. We define the quality by means of complexity and misfit measures, expressed in terms of canonical parametrizations of dynamical systems. We give algorithms to determine optimal models for a given time series and investigate some consistency properties. Finally we present some simulations of these modelling procedures. 1989-10 published WP-89-076 WP-89-076 10 1951 2517 public working_paper IIASA, Laxenburg, Austria 89 FALSE info:eu-repo/semantics/book