Colored linear inverse model: A data-driven method for studying dynamical systems with temporally correlated stochasticity
In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The linear inverse model (LIM) is a class of data-driven methods that extract dynamic and stochastic information from finite time-series data of complex systems. In this s...
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| Main Authors: | Justin Lien, Yan-Ning Kuo, Hiroyasu Ando, Shoichiro Kido |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
American Physical Society
2025-04-01
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| Series: | Physical Review Research |
| Online Access: | http://doi.org/10.1103/PhysRevResearch.7.023042 |
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