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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Bibliographic Details
Main Authors: Justin Lien, Yan-Ning Kuo, Hiroyasu Ando, Shoichiro Kido
Format: Article
Language:English
Published: American Physical Society 2025-04-01
Series:Physical Review Research
Online Access:http://doi.org/10.1103/PhysRevResearch.7.023042
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