Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2003 · 13 citations · 13 references
Natural SciencesMathematicsDynamical SystemsForecastingTime Series AnalysisChaos TheoryFactor AnalysisNonlinear DynamicsTime Series ForecastingTurbulenceTurbulent FlowChaotic DynamicsChaotic MapsCoupled Map LatticesFinite TimeNonlinear Factor AnalysisNonlinear OscillatorsSpatiotemporal ChaosSpatiotemporal Prediction
We show how a recently introduced statistic [Patil et al., Phys. Rev. Lett. 81, 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as having high predictability and vice versa. This conclusion is reached by using methods from dynamical systems theory and Bayesian modeling. In this work we emphasize on the consequences for short time forecasting and examine the relevance for factor analysis. Although we concentrate on coupled map lattices and coupled nonlinear oscillators for convenience, any other spatially distributed system could be used instead, such as turbulent fluid flows.
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Applied Multivariate Statistical Analysis.
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