| Abstract: | The identification of a differential equation underlying a measured time series is a prerequisite for numerous types of applications. In the validation of a proposed parameterized model one often faces the dilemma that it is hard to decide whether possible discrepancies between the measured time series and the simulated model output are caused by an inappropriate model or by wrongly specified parameters in a correct type of model. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a nonlinear chaotically oscillating circuit where we finally obtain an extremely accurate reconstruction of the observed attractor. |
