Regensburg 2016 – wissenschaftliches Programm

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DY: Fachverband Dynamik und Statistische Physik

DY 30: Poster - Complex nonlinear systems

DY 30.13: Poster

Dienstag, 8. März 2016, 18:15–21:00, Poster C

Dynamical Systems Based Modeling — •Bastian Seifert and Christian Uhl — University of Applied Sciences, Ansbach, Germany

Most approaches to the analysis of multi-variate time-series either reduce the dimensionality of the embedding or try to recognize the underlying dynamics. We present with Dynamical Systems Based Modeling an approach, which does both simultaneously. Consider a multivariate time-series q, which is subject to dynamics described by a (unknown) set of ordinary differential-equations x_i = d_i(x_1, …, x_N), with d_i a set of e.g. polynomial functions. We show how to define a cost-function, whose global minimum yields a low-dimensional embedding of the signal q and the corresponding dynamics in form of the coefficients for the differential equation d_i.