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On Selecting Models for Nonlinear Time Series
 Physica D
, 1995
"... Constructing models from time series with nontrivial dynamics involves the problem of how to choose the best model from within a class of models, or to choose between competing classes. This paper discusses a method of building nonlinear models of possibly chaotic systems from data, while maintainin ..."
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Cited by 39 (11 self)
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Constructing models from time series with nontrivial dynamics involves the problem of how to choose the best model from within a class of models, or to choose between competing classes. This paper discusses a method of building nonlinear models of possibly chaotic systems from data, while maintaining good robustness against noise. The models that are built are close to the simplest possible according to a description length criterion. The method will deliver a linear model if that has shorter description length than a nonlinear model. We show how our models can be used for prediction, smoothing and interpolation in the usual way. We also show how to apply the results to identification of chaos by detecting the presence of homoclinic orbits directly from time series. 1 The Model Selection Problem As our understanding of chaotic and other nonlinear phenomena has grown, it has become apparent that linear models are inadequate to model most dynamical processes. Nevertheless, linear models...
Some Algorithmic Problems in Polytope Theory
 IN ALGEBRA, GEOMETRY, AND SOFTWARE SYSTEMS
, 2003
"... Convex polytopes, i.e.. the intersections of finitely many closed affine halfspaces in R^d, are important objects in various areas of mathematics and other disciplines. In particular, the compact... ..."
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Cited by 12 (1 self)
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Convex polytopes, i.e.. the intersections of finitely many closed affine halfspaces in R^d, are important objects in various areas of mathematics and other disciplines. In particular, the compact...
The Journal of the Society for the Foundations of Computational Mathematics Counting Integer Flows in Networks
, 2004
"... Abstract. This paper discusses analytic algorithms and software for the enumeration of all integer flows inside a network. Concrete applications abound in graph theory, representation theory, and statistics. Our methods are based on the study of rational functions with poles on arrangements of hyper ..."
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Abstract. This paper discusses analytic algorithms and software for the enumeration of all integer flows inside a network. Concrete applications abound in graph theory, representation theory, and statistics. Our methods are based on the study of rational functions with poles on arrangements of hyperplanes; they surpass traditional exhaustive enumeration and can even yield formulas when the input data contains some parameters. We also discuss the calculation of chambers in detail because it is a necessary subroutine. 1.