Chaotic dynamics reconstruction from noisy data: Phenomenon of predictability worsening for incomplete set of observables

Stefan Berczyñski, Yury A. Kravtsov and Oleg Anosov

Chaos, Solitons & Fractals, 2009, vol. 41, issue 3, 1459-1466

Abstract: The phenomenon of predictability worsening is studied, which is characteristic for chaotic dynamics, reconstructed from incomplete set of observational data. It is pointed out that in conditions of data deficiency, when there are fewer observables than independent variables, reconstruction procedure inevitably has to deal with additional differentiations of noisy observables, which is the main reason for the phenomenon of predictability worsening to take place, especially in the presence of short-correlated noise.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:41:y:2009:i:3:p:1459-1466

DOI: 10.1016/j.chaos.2008.06.007

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