Prediction of multivariate chaotic time series with local polynomial fitting

DOI10.1016/J.CAMWA.2009.10.019zbMATH Open1189.37090OpenAlexW2023128139MaRDI QIDQ980265FDOQ980265

Authors: Liyun Su 

Publication date: 28 June 2010

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.10.019

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zbMATH Keywords

predictionlocal polynomial fittinglocal linear prediction\(BP\) neural networks predictionlocal mean predictionmultivariate chaotic time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Time series analysis of dynamical systems (37M10)

Cites Work

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• Statistical estimation in varying coefficient models
• Particle-filter-based estimation and prediction of chaotic states
• Independent coordinates for strange attractors from mutual information.
• Dynamics from multivariate time series
• Predicting a chaotic time series using a fuzzy neural network
• Title not available (Why is that?)
• Prediction of Chaotic Time Series Based on the Recurrent Predictor Neural Network
• Modelling of chaotic time series using a variable-length windowing approach

Cited In (15)

• Data-driven modeling and forecasting of chaotic dynamics on inertial manifolds constructed as spectral submanifolds
• Prediction of multivariable chaotic time series using an optimized extreme learning machine
• Local functional coefficient autoregressive model for multistep prediction of chaotic time series
• Generalised latent assimilation in heterogeneous reduced spaces with machine learning surrogate models
• Prediction of multivariable chaotic time series based on maximal Lyapunov exponent
• A prediction comparison between univariate and multivariate chaotic time series
• Multivariate polynomial regression for identification of chaotic time series
• Local polynomial regression solution for partial differential equations with initial and boundary values
• Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
• Prediction for chaotic time series based on phase reconstruction of multivariate time series
• Deconvolution of defocused image with multivariate local polynomial regression and iterative Wiener filtering in DWT domain
• Title not available (Why is that?)
• Title not available (Why is that?)
• A study of numerical integration based on Legendre polynomial and RLS algorithm
• Forecasting traffic time series with multivariate predicting method

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