Nonstationary time-series analysis: Accurate reconstruction of driving forces - art. no. 124101

Citation
Rf. Verdes et al., Nonstationary time-series analysis: Accurate reconstruction of driving forces - art. no. 124101, PHYS REV L, 8712(12), 2001, pp. 4101
Citations number
19
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW LETTERS
ISSN journal
00319007 → ACNP
Volume
8712
Issue
12
Year of publication
2001
Database
ISI
SICI code
0031-9007(20010917)8712:12<4101:NTAARO>2.0.ZU;2-X
Abstract
We propose a simple method for the accurate reconstruction of slowly changi ng external forces acting on nonlinear dynamical systems. The method traces the evolution of the external force by locally linearizing the map depende ncy with the shifting parameter. Application of our algorithm to synthetic data corresponding to discrete models. of evolving ecosystems shows an accu racy that outperforms those of previous methods in the literature. In addit ion, an application to the real-world sunspot time series recovers recently reported changes in solar activity during the last century.