37M10 Time series analysis
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In this paper, a down-to-earth approach to purely data-based modelling
of unknown dynamical systems is presented. Starting from a classical, explicit ODE
formulation y=f(t,y) of a dynamical system, a method determining the unknown
right-hand side f(t,y) from some trajectory data y_k(t_j), possibly very sparse, is given.
As illustrative examples, a semi-standard predator-prey model is reconstructed from a
data set describing the population numbers of hares and lynxes over a period of twenty
years [1], and a simple damped pendulum system with a highly non-linear right-hand
side is recovered from some artificial but very sparse data [2].