Leveraging information storage to select forecast-optimal parameters for delay-coordinate reconstructions
نویسندگان
چکیده
منابع مشابه
Leveraging information storage to select forecast-optimal parameters for delay-coordinate reconstructions.
Delay-coordinate reconstruction is a proven modeling strategy for building effective forecasts of nonlinear time series. The first step in this process is the estimation of good values for two parameters, the time delay and the embedding dimension. Many heuristics and strategies have been proposed in the literature for estimating these values. Few, if any, of these methods were developed with f...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2016
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.93.022221