Neural network method for determining embedding dimension of a time series

DOI10.1016/J.CNSNS.2010.10.030MaRDI QIDQ551124zbMATHOpenAlexFDO

Authors A. Maus, J. C. Sprott

Publication date 13 July 2011

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2010.10.030

zbMATH Keywords

entropypredictiontime serieschaosLyapunov exponentneural networkembedding dimensionattractor dimensionlag space

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45)

Recommendations

• Methodology of estimating the embedding dimension in chaos time series based on the prediction performance of radial basis function neural networks
• Time series prediction and neural networks
• Practical method for determining the minimum embedding dimension of a scalar time series
• Extraction of nonlinear dynamics from short and noisy time series
• Modelling temporal series through synaptic delay-based neural networks

Cites work

• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 1145169 (Why is no real title available?)
• scientific article; zbMATH DE number 1866304 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• A two-dimensional mapping with a strange attractor
• Embedology
• Finite correlation dimension for stochastic systems with power-law spectra
• High-dimensional dynamics in the delayed Hénon map
• Localized Lyapunov exponents and the prediction of predictability
• Mathematical Models in Biology
• Measuring the strangeness of strange attractors
• PREDICTION OF CHAOTIC TIME SERIES WITH NEURAL NETWORKS AND THE ISSUE OF DYNAMIC MODELING
• Predictability in the large: an extension of the concept of Lyapunov exponent

Cited in

(23)

• Optimal embedding parameters: a modelling paradigm
• Modelling temporal series through synaptic delay-based neural networks
• Exploring time-delay-based numerical differentiation using principal component analysis
• Modified multiscale cross-sample entropy for complex time series
• Development of a new diagnostic protocol using a neuro-dynamical tool
• Machine learning of time series using time-delay embedding and precision annealing
• Flow field forecasting for univariate time series
• Methodology of estimating the embedding dimension in chaos time series based on the prediction performance of radial basis function neural networks
• NF-CECP: a novel approach to distinguish signals with different properties via modified Fisher information measure
• Evaluating Lyapunov exponent spectra with neural networks
• Determining the Minimum Embedding Dimensions of Input–Output Time Series Data
• New Computational Paradigms
• Influence of data dimensionality on the quality of forecasts given by a multilayer perceptron
• Predictive dimension: an alternative definition to embedding dimension
• Detecting high-dimensional determinism in time series with application to human movement data
• Robustness of LSTM neural networks for multi-step forecasting of chaotic time series
• A tribute to J. C. Sprott
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
• A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis
• Compound method of time series classification
• Extraction of nonlinear dynamics from short and noisy time series
• Predicting chaotic time series using neural networks with delay coordinates as inputs
• Time series prediction and neural networks

This page was built for publication: Neural network method for determining embedding dimension of a time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q551124)