Chaotic surrogate models
xn+1 = .671 - .416xn - 1.014xn2 + 1.738xnxn-1 +.836xn-1 -.814xn-12
Auto-correlation function (1/f noise)
Notes:
Can use arbitrary nonlinear functions
Brute-force method (variant of simulated annealing)
Easy to fit particular characteristics (i.e., power spectrum)
Not good for prediction (doesn't preserve dynamics)
Model is (usually) NOT unique, but (usually) IS robust to small variations of parameters