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

• Practical implementation of nonlinear time series methods: The TISEAN package
• Embedology
• Title not available (Why is that?)
• Independent coordinates for strange attractors from mutual information.
• Local Lyapunov exponents computed from observed data
• Improved cost functions for modelling of noisy chaotic time series

Cited In (1)

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

Uses Software

• TISEAN

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