Error criteria for cross validation in the context of chaotic time series prediction

DOI10.1063/1.2130927zbMATH Open1144.37374OpenAlexW2085084764WikidataQ45965996 ScholiaQ45965996MaRDI QIDQ3529629FDOQ3529629

Authors Teck Por Lim, Sadasivan Puthusserypady 

Publication date 14 October 2008

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.2130927

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Cites work

• scientific article; zbMATH DE number 1392848 (Why is no real title available?)
• Embedology
• Improved cost functions for modelling of noisy chaotic time series
• Independent coordinates for strange attractors from mutual information.
• Local Lyapunov exponents computed from observed data
• Practical implementation of nonlinear time series methods: The TISEAN package

Cited in

(1)

• Robustness of LSTM neural networks for multi-step forecasting of chaotic time series

Describes a project that uses

Uses Software

• TISEAN

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