Model misspecification tests, model building and predictability in complex systems

Manuca, Radu; Savit, Robert

doi:10.1016/0167-2789(95)00283-9

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Cited by 6 publications

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“…In our case one might plot the residuals versus present or lagged values of x(t). Manuca and Savit [17] have recently presented a way of looking for such dependencies in high-dimensional models, by testing for an increase in apparent determinism when an extra variable is added to the information used for nonlinear forecasting.…”

Section: Discussionmentioning

confidence: 99%

Inferring mechanism from time-series data: Delay-differential equations

Ellner¹,

Kendall²,

Wood³

et al. 1997

Physica D: Nonlinear Phenomena

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When there is qualitative information about the underlying processes and structure of a dynamical system, it may be possible to infer very accurate quantitative information about these processes using only an output time series from the system. We illustrate how this can be accomplished for time series data from a delay-differential equation with a single fixed delay. Our approach exploits modern techniques for non-parametric function estimation, is robust to fairly high levels of dynamic noise and measurement error, and can be extended straightforwardly to more general delay-differential systems and multivariate systems.

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Section: Discussionmentioning

confidence: 99%