анализ временных рядов

CONTEMPORARY PROBLEMS IN MODELING FROM TIME SERIES

Mathematical modeling from discrete sequences of experimental data (time series) is an actively developing field in mathematical statistics and nonlinear dynamics. It started from approximation of a set of data points on a plane with a smooth curve, while currently such empiric models take the form of sophisticated differential and difference equations and are capable of describing even nonlinear oscillatory and wave phenomena. Practical applications of the empiric models are various ranging from future forecasts to technical and medical diagnostics.

Method of TimeDelay Systems Recovery from Time Series with Known Type of Model Equation

We propose the method for the reconstruction of firstorder timedelay systems from their time series. The method is based on taking into account the type of the system equation at the regression model construction. The method allows one to recover the delay time, the parameter characterizing the inertial properties of the system and the nonlinear function. It can be applied to the recovery of timedelay systems performing chaotic and periodic oscillations.