论文标题
通过自我交流的时间延迟测量的动态系统预测
Prediction of dynamical systems from time-delayed measurements with self-intersections
论文作者
论文摘要
In the context of predicting the behaviour of chaotic systems, Schroer, Sauer, Ott and Yorke conjectured in 1998 that if a dynamical system defined by a smooth diffeomorphism $T$ of a Riemannian manifold $X$ admits an attractor with a natural measure $μ$ of information dimension smaller than $k$, then $k$ time-delayed measurements of a one-dimensional observable $h$ are generically足以$μ$ - 几乎可以确保对未来的$ h $的测量结果进行预测。在上一篇论文中,我们在注射式Lipschitz转换设置中建立了这种猜想,紧凑型$ x $的欧几里得空间中的$ x $,带有Ergodic $ t $ invariant Borel概率$μ$。在本文中,我们证明了所有(也是不可糊化的)Lipschitz系统在紧凑型集合上的猜想,并具有任意的borel概率度量,并为预测点不足的点集点的衰减率建立了上限。这部分证实了Schroer,Sauer,Ott和Yorke与经验预测算法以及估计观察到的系统的所需延迟测量(所谓的嵌入尺寸)的数量有关的第二个猜想。我们还证明了在欧几里得空间中的Borel套装上本地Lipschitz或Hölder系统的一般时间延迟预测。
In the context of predicting the behaviour of chaotic systems, Schroer, Sauer, Ott and Yorke conjectured in 1998 that if a dynamical system defined by a smooth diffeomorphism $T$ of a Riemannian manifold $X$ admits an attractor with a natural measure $μ$ of information dimension smaller than $k$, then $k$ time-delayed measurements of a one-dimensional observable $h$ are generically sufficient for $μ$-almost sure prediction of future measurements of $h$. In a previous paper we established this conjecture in the setup of injective Lipschitz transformations $T$ of a compact set $X$ in Euclidean space with an ergodic $T$-invariant Borel probability measure $μ$. In this paper we prove the conjecture for all (also non-invertible) Lipschitz systems on compact sets with an arbitrary Borel probability measure, and establish an upper bound for the decay rate of the measure of the set of points where the prediction is subpar. This partially confirms a second conjecture by Schroer, Sauer, Ott and Yorke related to empirical prediction algorithms as well as algorithms estimating the dimension and number of required delayed measurements (the so-called embedding dimension) of an observed system. We also prove general time-delay prediction theorems for locally Lipschitz or Hölder systems on Borel sets in Euclidean space.