Modelling non-linear dynamical systems by orthogonal forward regression

Abstract

In this work we are going to model Non-Linear Dynamical Systems by applying Orthogonal Forward Regression algorithm. We will study Non-Linear dynamical systems, because are systems with lots of applications such as weather prediction, synchronization, numerical simulations etc. These systems are characterized to be able to produce chaotic behavior. The aim of this work is to develop a program able to model chaotic time-series. To do it, we will use Chua’s Circuit as one of the most known systems able to produce chaos.