Reconstructing bifurcation diagrams from noisy time series using nonlinear autoregressive models

Abstract

We introduce a formalism for the reconstruction of bifurcation diagrams from noisy time series. The method consists in finding a parametrized predictor function whose bifurcation structure is similar to that of the given system. The reconstruction algorithm is composed of two stages: model selection and bifurcation parameter identification. In the first stage, an appropriate model that best represents all the given time series is selected. A nonlinear autoregressive model with polynomial terms is employed in this study. The identification of the bifurcation parameters from among the many model parameters is done in the second stage. The algorithm works well even for a limited number of time series.