Introduction to Empirical Dynamic Modeling字幕+翻译

原视频：经验动态建模（empirical dynamic modeling）

Introduction to Empirical Dynamic Modeling

原文

This animation illustrates the lorentz attractor. The lorentz is an example of a coupled dynamic system consisting of three differential equations, where each component depends on the state and dynamics of the other two components. You can think of each component, for example, as being species(foxes, grasses). And each one changes depending on the state of the other two. So these components showing here as the axes are actually the state variables or the cartesian coordinates. That form the state space. Notice that when the system is in one lobe, x and z are positively correlated. When the system is in the other lobe, x and z unnegatively correlated, the other wing of the butterfly. We can view a time series thus as a projection from that manifold onto a coordinate axis of the state space. Here we see the projection on to axis x and the resulting time series recording displacement of x this can be repeated on the other coordinate axes to generate other simultaneous time series. So these time series are really just projections of the manifold dynamics.

On to coordinate axes, conversely, we can recreate the manifold by projecting the individual time series back into the state space to create the flow. In this panel, we can see the three time series, xy and z each of which is really a projection of the motion on that manifold. And what we're doing is the opposite here. We are taking the time series them back into the original three dimensional state space to recreate the manifold, the butterfly, attractor.

翻译

这个动画演示了洛伦兹吸引子（lorentz attractor）。洛伦兹是一个由三个微分方程组成的耦合动力系统的例子，其中每一个分量都依赖于另外两个分量的状态和动力学（dynamics）。例如，你可以把每一种成分（component）都看作是物种（狐狸，草）。每一个都会根据另外两个的状态而改变。所以这里显示为轴的这些成分实际上是状态变量（state variables）或者笛卡尔坐标（cartesian coordinates）。这些形成了状态空间。注意，当系统在一个波瓣（lobe）时，x和z是正相关的。当系统在另一个波瓣时，x和z不负相关，即蝴蝶的另一个翅膀。我们可以把时间序列看作是流形（manifold）到状态空间坐标轴上的投影。这里我们可以看到到轴x的投影和记录x位移的时间序列，这可以在其他坐标轴上重复，以生成其它同时的时间序列。所以这些时间序列实际上只是流形动力学的投影。在坐标轴上，相反地，我们可以通过将单个时间序列投影回状态空间来创建流来重新创建流形。在这个面板中，我们可以看到三个时间序列，xy和z，每一个都是流形上运动（motion）的投影。我们现在所做的恰恰相反。我们将时间序列带回到原始的三维状态空间，重新创建流形，蝴蝶，吸引子。