Neural network method for determining embedding dimension of a time series

DOI10.1016/J.CNSNS.2010.10.030zbMATH Open1220.65015OpenAlexW2136271007MaRDI QIDQ551124FDOQ551124

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

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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)

Cites Work

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• PREDICTION OF CHAOTIC TIME SERIES WITH NEURAL NETWORKS AND THE ISSUE OF DYNAMIC MODELING

Cited In (21)

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

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