Nonstationary Time-Series Analysis: Accurate Reconstruction of Driving Forces

P. F. Verdes, P. M. Granitto, H. D. Navone, and H. A. Ceccatto
Phys. Rev. Lett. 87, 124101 – Published 4 September 2001
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Abstract

We propose a simple method for the accurate reconstruction of slowly changing external forces acting on nonlinear dynamical systems. The method traces the evolution of the external force by locally linearizing the map dependency with the shifting parameter. Application of our algorithm to synthetic data corresponding to discrete models of evolving ecosystems shows an accuracy that outperforms those of previous methods in the literature. In addition, an application to the real-world sunspot time series recovers recently reported changes in solar activity during the last century.

  • Received 5 May 2001

DOI:https://doi.org/10.1103/PhysRevLett.87.124101

©2001 American Physical Society

Authors & Affiliations

P. F. Verdes, P. M. Granitto, H. D. Navone, and H. A. Ceccatto

  • Instituto de Física Rosario, Consejo Nacional de Investigaciones Científicas y Técnicas and Universidad Nacional de Rosario, Boulevard 27 de Febrero 210 Bis, 2000 Rosario, República Argentina

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Vol. 87, Iss. 12 — 17 September 2001

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