Estimating parameters in delay differential equation models. (English) Zbl 1302.62285
Summary: Delay differential equations (DDEs) are widely used in ecology, physiology and many other areas of applied science. Although the form of the DDE model is usually proposed based on scientific understanding of the dynamic system, parameters in the DDE model are often unknown. Thus it is of great interest to estimate DDE parameters from noisy data. Since the DDE model does not usually have an analytic solution, and the numeric solution requires knowing the history of the dynamic process, the traditional likelihood method cannot be directly applied. We propose a semiparametric method to estimate DDE parameters. The key feature of the semiparametric method is the use of a flexible nonparametric function to represent the dynamic process. The nonparametric function is estimated by maximizing the DDE-defined penalized likelihood function. Simulation studies show that the semiparametric method gives satisfactory estimates of DDE parameters. The semiparametric method is demonstrated by estimating a DDE model from Nicholson’s blowfly population data.
MSC:
| 62P12 | Applications of statistics to environmental and related topics |
Keywords:
dynamic system; implicit function theorem; MacKey-Glass equation; Nicholson’s data; penalized spline smoothingReferences:
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