Adaptive, locally linear models of complex dynamics.

ABSTRACT: The dynamics of complex systems generally include high-dimensional, nonstationary, and nonlinear behavior, all of which pose fundamental challenges to quantitative understanding. To address these difficulties, we detail an approach based on local linear models within windows determined adaptively from data. While the dynamics within each window are simple, consisting of exponential decay, growth, and oscillations, the collection of local parameters across all windows provides a principled characterization of the full time series. To explore the resulting model space, we develop a likelihood-based hierarchical clustering, and we examine the eigenvalues of the linear dynamics. We demonstrate our analysis with the Lorenz system undergoing stable spiral dynamics and in the standard chaotic reg

SUBMITTER: Costa AC 

PROVIDER: S-EPMC6358715 | biostudies-literature | 2019 Jan

REPOSITORIES: biostudies-literature