Hierarchical Markovian modeling of multi-time scale systems

@misc{citeulike:2915650, abstract = {We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations. We first choose a suitable state space partition and analyze the symbolic dynamics associated to the fluid particle position. In a second step we construct a stochastic process in terms of a multi-time Markovian model. This corresponds to a hierarchy of random travelers on a graph where each traveler moves at his own time scale. The results are compared on the basis of statistical measures such as entropies and correlation functions.}, author = {Abel, M. and Andersen, K. H. and Lacorata, G. }, citeulike-article-id = {2915650}, eprint = {nlin.CD/0201027}, keywords = {causality, modelling}, month = {Feb}, posted-at = {2008-06-23 00:16:34}, priority = {2}, title = {Hierarchical Markovian modeling of multi-time scale systems}, url = {http://arxiv.org/abs/nlin.CD/0201027}, year = {2002} }

TY - ELEC ID - citeulike:2915650 L3 - citeulike-article-id:2915650 N2 - We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations. We first choose a suitable state space partition and analyze the symbolic dynamics associated to the fluid particle position. In a second step we construct a stochastic process in terms of a multi-time Markovian model. This corresponds to a hierarchy of random travelers on a graph where each traveler moves at his own time scale. The results are compared on the basis of statistical measures such as entropies and correlation functions. TI - Hierarchical Markovian modeling of multi-time scale systems KW - causality KW - modelling AU - Abel, M AU - Andersen, KH AU - Lacorata, G PY - 2002/Feb/26/ UR - http://arxiv.org/abs/nlin.CD/0201027 ER -