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http://hdl.handle.net/10397/5266
| Title: | Degeneracy of time series models : the best model is not always the correct model | Authors: | Judd, K Nakamura, T |
Issue Date: | Sep-2006 | Source: | Chaos, Sept. 2006, v. 16, no. 3, 033105, p. 1-3 | Abstract: | There are a number of good techniques for finding, in some sense, the best model of a deterministic system given a time series of observations. We examine a problem called model degeneracy, which has the consequence that even when a perfect model of a system exists, one does not find it using the best techniques currently available. The problem is illustrated using global polynomial models and the theory of Gröbner bases. | Keywords: | Times series Nonlinear dynamical systems Chaos Polynomials |
Publisher: | American Institute of Physics | Journal: | Chaos | ISSN: | 1054-1500 | EISSN: | 1089-7682 | DOI: | 10.1063/1.2213957 | Rights: | © 2006 American Institute of Physics. This article may be downloaded for personal use only. Any other use requires prior permission of the author and the American Institute of Physics. The following article appeared in K. Judd & T. Nakamura, Chaos: an interdisciplinary journal of nonlinear science 16, 033105 (2006) and may be found at http://link.aip.org/link/?cha/16/033105 |
| Appears in Collections: | Journal/Magazine Article |
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| Judd_Degeneracy_Time_Models.pdf | 680.9 kB | Adobe PDF | View/Open |
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