FriedrichCoefficients: FriedrichCoefficients

In shapelets/khiva-r: KHIVA-R library.

Description

Coefficients of polynomial h(x), which has been fitted to the deterministic dynamics of Langevin model: Largest fixed point of dynamics argmax_x {h(x)=0} estimated from polynomial h(x)`, which has been fitted to the deterministic dynamics of Langevin model:

\dot(x)(t) = h(x(t)) + R \mathcal(N)(0,1)

as described by [1]. For short time series this method is highly dependent on the parameters.

Usage

FriedrichCoefficients(arr, m, r)

Arguments

arr	KHIVA array with the time series.
m	Order of polynom to fit for estimating fixed points of dynamics.
r	Number of quantiles to use for averaging.

Details

[1] Friedrich et al. (2000): Physics Letters A 271, p. 217-222 Extracting model equations from experimental data.

Value

KHIVA array with the coefficients for each time series.

shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.