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Title: Degeneracy of time series models : the best model is not always the correct model
Authors: Judd, Kevin
Nakamura, Tomomichi
Subjects: Times series
Nonlinear dynamical systems
Issue Date: Sep-2006
Publisher: American Institute of Physics
Source: Chaos: an interdisciplinary journal of nonlinear science, Sept. 2006, v. 16, no. 3, 033105, p. 1-3.
Abstract: There are a number of good techniques for finding, in some sense, the best model of a deterministic system given a time series of observations. We examine a problem called model degeneracy, which has the consequence that even when a perfect model of a system exists, one does not find it using the best techniques currently available. The problem is illustrated using global polynomial models and the theory of Gröbner bases.
Rights: © 2006 American Institute of Physics. This article may be downloaded for personal use only. Any other use requires prior permission of the author and the American Institute of Physics. The following article appeared in K. Judd & T. Nakamura, Chaos: an interdisciplinary journal of nonlinear science 16, 033105 (2006) and may be found at
Type: Journal/Magazine Article
DOI: 10.1063/1.2213957
ISSN: 1054-1500 (print)
1089-7682 (online)
Appears in Collections:EIE Journal/Magazine Articles

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