Nonstationarity signatures in the dynamics of global nonlinear models.

  title={Nonstationarity signatures in the dynamics of global nonlinear models.},
  author={Luis Antonio Aguirre and Christophe Letellier},
  volume={22 3},
The aim of this paper is to learn how to recognize a posteriori signatures that nonstationarity leaves on global models obtained from data. To this end the effects of nonstationarity on the dynamics of such models are reported for two benchmarks. Parameters of the Rössler and Lorenz models are varied to produce nonstationary data. It is shown that not only the rate of change of the varying parameter but also which recorded variable is used to estimate global models may have visible effects on… CONTINUE READING