Degeneracy of time series models: The best model is not always the correct model
- School of Mathematics and Statistics, University of Western Australia, Nedlands, Perth, Western Australia, 6009 Australia (Australia)
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 Groebner bases.
- OSTI ID:
- 20849474
- Journal Information:
- Chaos (Woodbury, N. Y.), Vol. 16, Issue 3; Other Information: DOI: 10.1063/1.2213957; (c) 2006 American Institute of Physics; Country of input: International Atomic Energy Agency (IAEA); ISSN 1054-1500
- Country of Publication:
- United States
- Language:
- English
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