Regularized local linear prediction of chaotic time series

DOI10.1016/S0167-2789(97)00171-1zbMath0931.37037OpenAlexW2022715583MaRDI QIDQ1375609

Dimitris Kugiumtzis, Ole Christian Lingjærde, Christophersen, Nils

Publication date: 7 January 1998

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-2789(97)00171-1

zbMATH Keywords

chaotic time serieslocal linear prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Model systems in control theory (93C99)

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