Predictive dimension: an alternative definition to embedding dimension

DOI10.1007/978-3-642-57678-2_40MaRDI QIDQ3297964zbMATH OpenOpenAlexFDO

Authors Dominique Guegan, Francesco Lisi

Publication date 21 July 2020

Published in COMPSTAT (Search for Journal in Brave)

Full work available at URL http://crest.science/RePEc/wpstorage/1997-49.pdf

zbMATH Keywords

chaosembedding dimensionprediction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• Embedology
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• Interval prediction for chaotic time series.
• Measuring the strangeness of strange attractors
• Nonlinear deterministic forecasting of daily Peseta--Dollar exchange rate
• Practical method for determining the minimum embedding dimension of a scalar time series
• STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM

Cited in

(1)

• scientific article; zbMATH DE number 970183 (Why is no real title available?)

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