### Abstract

Given that is not possible to predict the precise evolution of either stochastic processes or chaotic processes from observations, a data-based algorithm with minimal model-structure constraints is presented for generating stochastic series which are realistic, in that their long-term statistics reflect those of a process consistent with the observations. This approach employs random analogues, and complements that of deterministic nonlinear prediction which estimates an expected value. Contrasting these approaches clarifies the distinction between Lorenz's predictions of the first and second kind. Output from several nonlinear stochastic processes and observations of quasar 3C 345 are analysed; the synthetic time series have power spectra, amplitude distributions and intermittency properties similar to those of the observations.

Original language | English (US) |
---|---|

Pages (from-to) | 233-240 |

Number of pages | 8 |

Journal | Physics Letters, Section A: General, Atomic and Solid State Physics |

Volume | 235 |

Issue number | 3 |

DOIs | |

State | Published - Nov 3 1997 |

### Fingerprint

### Keywords

- Deterministic systems
- Dynamical reconstruction
- Nonlinear prediction
- Stochastic systems
- Time series analysis
- Variability of astrophysical and geophysical systems

### ASJC Scopus subject areas

- Physics and Astronomy(all)

### Cite this

*Physics Letters, Section A: General, Atomic and Solid State Physics*,

*235*(3), 233-240. https://doi.org/10.1016/S0375-9601(97)00607-5

**Local random analogue prediction of nonlinear processes.** / Paparella, Francesco; Provenzale, A.; Smith, L. A.; Taricco, C.; Vio, R.

Research output: Contribution to journal › Article

*Physics Letters, Section A: General, Atomic and Solid State Physics*, vol. 235, no. 3, pp. 233-240. https://doi.org/10.1016/S0375-9601(97)00607-5

}

TY - JOUR

T1 - Local random analogue prediction of nonlinear processes

AU - Paparella, Francesco

AU - Provenzale, A.

AU - Smith, L. A.

AU - Taricco, C.

AU - Vio, R.

PY - 1997/11/3

Y1 - 1997/11/3

N2 - Given that is not possible to predict the precise evolution of either stochastic processes or chaotic processes from observations, a data-based algorithm with minimal model-structure constraints is presented for generating stochastic series which are realistic, in that their long-term statistics reflect those of a process consistent with the observations. This approach employs random analogues, and complements that of deterministic nonlinear prediction which estimates an expected value. Contrasting these approaches clarifies the distinction between Lorenz's predictions of the first and second kind. Output from several nonlinear stochastic processes and observations of quasar 3C 345 are analysed; the synthetic time series have power spectra, amplitude distributions and intermittency properties similar to those of the observations.

AB - Given that is not possible to predict the precise evolution of either stochastic processes or chaotic processes from observations, a data-based algorithm with minimal model-structure constraints is presented for generating stochastic series which are realistic, in that their long-term statistics reflect those of a process consistent with the observations. This approach employs random analogues, and complements that of deterministic nonlinear prediction which estimates an expected value. Contrasting these approaches clarifies the distinction between Lorenz's predictions of the first and second kind. Output from several nonlinear stochastic processes and observations of quasar 3C 345 are analysed; the synthetic time series have power spectra, amplitude distributions and intermittency properties similar to those of the observations.

KW - Deterministic systems

KW - Dynamical reconstruction

KW - Nonlinear prediction

KW - Stochastic systems

KW - Time series analysis

KW - Variability of astrophysical and geophysical systems

UR - http://www.scopus.com/inward/record.url?scp=0005777198&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0005777198&partnerID=8YFLogxK

U2 - 10.1016/S0375-9601(97)00607-5

DO - 10.1016/S0375-9601(97)00607-5

M3 - Article

AN - SCOPUS:0005777198

VL - 235

SP - 233

EP - 240

JO - Physics Letters, Section A: General, Atomic and Solid State Physics

JF - Physics Letters, Section A: General, Atomic and Solid State Physics

SN - 0375-9601

IS - 3

ER -