Interpretation of a difference equation
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I'm using Sparse identification of nonlinear dynamics (SINDy) to identify the dynamics of some time series data. Please consider the following examples:
Example 1: ts1
Example 2: ts2
Example 3: ts3
Despite of the curve dissimilarities, the dynamics of these time series are very alike. The difference equations identified with SINDy for the above three cases are the following:
$x_k = 1.986 x_k-1 - 0.996 x_k-2$
$x_k = 1.986 x_k-1 - 0.995 x_k-2$
$x_k = 1.983 x_k-1 - 0.991 x_k-2$
If I'm correct, this roughly translates to the following differential equation:
$displaystylefracdxdt - fracd^2xdt^2 = 0$
How should I interpret this?
Are there physical phenomena which are described by this equation?
differential-equations recurrence-relations time-series
add a comment |Â
up vote
-1
down vote
favorite
I'm using Sparse identification of nonlinear dynamics (SINDy) to identify the dynamics of some time series data. Please consider the following examples:
Example 1: ts1
Example 2: ts2
Example 3: ts3
Despite of the curve dissimilarities, the dynamics of these time series are very alike. The difference equations identified with SINDy for the above three cases are the following:
$x_k = 1.986 x_k-1 - 0.996 x_k-2$
$x_k = 1.986 x_k-1 - 0.995 x_k-2$
$x_k = 1.983 x_k-1 - 0.991 x_k-2$
If I'm correct, this roughly translates to the following differential equation:
$displaystylefracdxdt - fracd^2xdt^2 = 0$
How should I interpret this?
Are there physical phenomena which are described by this equation?
differential-equations recurrence-relations time-series
Why the downvote?
â xufoy
Jul 18 at 17:31
add a comment |Â
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
I'm using Sparse identification of nonlinear dynamics (SINDy) to identify the dynamics of some time series data. Please consider the following examples:
Example 1: ts1
Example 2: ts2
Example 3: ts3
Despite of the curve dissimilarities, the dynamics of these time series are very alike. The difference equations identified with SINDy for the above three cases are the following:
$x_k = 1.986 x_k-1 - 0.996 x_k-2$
$x_k = 1.986 x_k-1 - 0.995 x_k-2$
$x_k = 1.983 x_k-1 - 0.991 x_k-2$
If I'm correct, this roughly translates to the following differential equation:
$displaystylefracdxdt - fracd^2xdt^2 = 0$
How should I interpret this?
Are there physical phenomena which are described by this equation?
differential-equations recurrence-relations time-series
I'm using Sparse identification of nonlinear dynamics (SINDy) to identify the dynamics of some time series data. Please consider the following examples:
Example 1: ts1
Example 2: ts2
Example 3: ts3
Despite of the curve dissimilarities, the dynamics of these time series are very alike. The difference equations identified with SINDy for the above three cases are the following:
$x_k = 1.986 x_k-1 - 0.996 x_k-2$
$x_k = 1.986 x_k-1 - 0.995 x_k-2$
$x_k = 1.983 x_k-1 - 0.991 x_k-2$
If I'm correct, this roughly translates to the following differential equation:
$displaystylefracdxdt - fracd^2xdt^2 = 0$
How should I interpret this?
Are there physical phenomena which are described by this equation?
differential-equations recurrence-relations time-series
asked Jul 18 at 16:44
xufoy
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Why the downvote?
â xufoy
Jul 18 at 17:31
add a comment |Â
Why the downvote?
â xufoy
Jul 18 at 17:31
Why the downvote?
â xufoy
Jul 18 at 17:31
Why the downvote?
â xufoy
Jul 18 at 17:31
add a comment |Â
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Why the downvote?
â xufoy
Jul 18 at 17:31