Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2000 · 117 citations · 32 references
Natural SciencesMathematicsDynamical SystemsForecastingStochastic ProcessesNonlinear DynamicsTime Series ForecastingTime Series PredictionKarhunen-loève ExpansionNonlinear SystemsStatistical Testing
Complex nonlinear threshold systems frequently show space-time behavior that is difficult to interpret. We describe a technique based upon a Karhunen-Loeve expansion that allows dynamical patterns to be understood as eigenstates of suitably constructed correlation operators. The evolution of space-time patterns can then be viewed in terms of a ``pattern dynamics'' that can be obtained directly from observable data. As an example, we apply our methods to a particular threshold system to forecast the evolution of patterns of observed activity. Finally, we perform statistical tests to measure the quality of the forecasts.
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Self-organized criticality: An explanation of the 1/<i>f</i>noise
Per Bak, Chao Tang, Kurt Wiesenfeld · Physical Review Letters · 1987 · 7.6K citations
Handbook of stochastic methods
Gian‐Carlo Rota · Advances in Mathematics · 1985 · 1.4K citations