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
