Local dimension and finite time prediction in spatiotemporal chaotic systems

被引:12
作者
Francisco, G [1 ]
Muruganandam, P [1 ]
机构
[1] Univ Estadual Paulista, Inst Fis Teor, BR-01405900 Sao Paulo, Brazil
来源
PHYSICAL REVIEW E | 2003年 / 67卷 / 06期
关键词
D O I
10.1103/PhysRevE.67.066204
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We show how a recently introduced statistic [Patil , Phys. Rev. Lett. 81, 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as having high predictability and vice versa. This conclusion is reached by using methods from dynamical systems theory and Bayesian modeling. In this work we emphasize on the consequences for short time forecasting and examine the relevance for factor analysis. Although we concentrate on coupled map lattices and coupled nonlinear oscillators for convenience, any other spatially distributed system could be used instead, such as turbulent fluid flows.
引用
收藏
页数:5
相关论文
共 18 条
[1]  
Abarbanel HD., 1991, J NONLINEAR SCI, V1, P175, DOI 10.1007/BF01209065
[2]   LYAPUNOV EXPONENTS IN CHAOTIC SYSTEMS - THEIR IMPORTANCE AND THEIR EVALUATION USING OBSERVED DATA [J].
ABARBANEL, HDI ;
BROWN, R ;
KENNEL, MB .
INTERNATIONAL JOURNAL OF MODERN PHYSICS B, 1991, 5 (09) :1347-1375
[3]  
[Anonymous], 1999, APPL MULTIVARIATE AN
[4]   SIZE DEPENDENCE, COHERENCE, AND SCALING IN TURBULENT COUPLED-MAP LATTICES [J].
BOHR, T ;
CHRISTENSEN, OB .
PHYSICAL REVIEW LETTERS, 1989, 63 (20) :2161-2164
[5]   Time series analysis for minority game simulations of financial markets [J].
Ferreira, FF ;
Francisco, G ;
Machado, BS ;
Muruganandam, P .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2003, 321 (3-4) :619-632
[6]   Cluster-weighted modelling for time-series analysis [J].
Gershenfeld, N ;
Schoner, B ;
Metois, E .
NATURE, 1999, 397 (6717) :329-332
[7]   MEASURING THE STRANGENESS OF STRANGE ATTRACTORS [J].
GRASSBERGER, P ;
PROCACCIA, I .
PHYSICA D, 1983, 9 (1-2) :189-208
[8]   CHARACTERIZATION OF STRANGE ATTRACTORS [J].
GRASSBERGER, P ;
PROCACCIA, I .
PHYSICAL REVIEW LETTERS, 1983, 50 (05) :346-349
[9]  
Kalnay E., 2002, ATMOSPHERIC MODELING, DOI 10.1017/CBO9780511802270
[10]  
Kantz H, 1997, Nonlinear Time Series Analysis