Nonstationary Time-Series Analysis: Accurate Reconstruction of Driving Forces

P. F. VERDES; P. M. GRANITTO; H. D. NAVONE; H. A. CECCATTO

PHYSICAL REVIEW LETTERS

AMER PHYSICAL SOC

Lugar: New York; Año: 2001 vol. 87 p. 124101 - 124101

0031-9007

We propose a simple method for the accurate reconstruction of slowly changing external forces acting on nonlinear dynamical systems. The method traces the evolution of the external force by locally linearizing the map dependency with the shifting parameter. Application of our algorithm to synthetic data corresponding to discrete models of evolving ecosystems shows an accuracy that outperforms those of previous methods in the literature. In addition, an application to the real-world sunspot time series recovers recently reported changes in solar activity during the last century.