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

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)

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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)

• 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
• Modified multiscale cross-sample entropy for complex time series
• Compound method of time series classification
• Modelling temporal series through synaptic delay-based neural networks
• Predictive dimension: an alternative definition to embedding dimension
• 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
• Machine learning of time series using time-delay embedding and precision annealing
• 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 tribute to J. C. Sprott
• 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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