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  • 标题:Phase Space Reconstruction from Econommic Time Series Data: Improving Models of Complex Real-World Dynamic Systems
  • 本地全文:下载
  • 作者:Ray Huffaker
  • 期刊名称:International Journal on Food System Dynamics
  • 印刷版ISSN:1869-6945
  • 出版年度:2010
  • 卷号:1
  • 期号:3
  • 页码:184-193
  • 语种:English
  • 出版社:CentMA
  • 摘要:Failure of economic models to anticipate the global financial crisis illustrates the need for modeling to better capture complex real-world dynamics. Conventional models—in which economic variables evolve toward equilibria or fluctuate about equilibria in response to exogenous random shocks—are ill-equipped to portray complex real-world dynamics in which economic variables may cycle aperiodically along low-dimensional ‘strange attractors’. We present a method developed in the physics literature—‘phase space reconstruction’—that reconstructs strange attractors present in real-world dynamical systems using time series data on a single variable. Phase space reconstruction provides pictures of real-world dynamics that can guide model specification.
  • 关键词:phase space reconstruction;time series data;economic dynamics
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