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This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

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Activity Number: 372
Type: Topic Contributed
Date/Time: Wednesday, August 1, 2007 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #309815
Title: Testing for Missing Dynamical Variables
Author(s): Giles Hooker*+
Companies: Cornell University
Address: Dept Bio Stat and Comp Bio, Ithaca, NY, 14850,
Keywords: dynamics ; tests ; goodness of fit ; chaotic data analysis ; differential equations ; latent variables
Abstract:

This talk investigates model building in dynamical systems. In many contexts, systems of nonlinear differential equations have been proposed to model complex behavior. These equations have had remarkable success at mimicking the qualitative features of observed systems. However, they frequently exhibit poor quantitative performance. I investigate diagnostics for nonlinear differential equations. In particular, I show that the estimation of lack of fit can be appropriately measured in terms of latent inputs into the dynamical system. In this talk, I discuss the analysis of such inputs for the discovery of missing dynamical variables. The machinery of Chaotic Data Analysis may be employed here to derive a diagnostic for missing components. However, results from dynamical systems theory also suggest that care should be taken when modifying systems to account for such discoveries.


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Revised September, 2007