Towards long-term prediction

DOI10.1016/S0167-2789(99)00152-9MaRDI QIDQ1961655zbMATH OpenFDO

Authors Kevin Judd, Michael Small

Publication date 30 January 2000

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-2789(99)00152-9

zbMATH Keywords

iterated predictorlonger-term predictionsnonlinear time-series

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Review text

This paper describes a simple method of obtaining longer-term predictions from a nonlinear time-series under the assumption that a reasonably good short-term predictor is known. The usefulness of the technique is that it eliminates, to some extent, the systematic errors of the iterated short-term predictor. The authors consider systems with observational and dynamical noise and analyze a number of artificial and experimental systems obtaining consistent results.

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Cites work

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Cited in

(20)

• Prediction using unsupervised learning
• Applying the method of surrogate data to cyclic time series
• Indistinguishable states. II: The imperfect model scenario
• Towards long-term prediction
• A recurrence-weighted prediction algorithm for musical analysis
• Double quantization of the regressor space for long-term time series prediction: method and proof of stability
• Simulation error minimization identification based on multi-stage prediction
• STOCHASTICALLY EQUIVALENT DYNAMICAL SYSTEM APPROACH TO NONLINEAR DETERMINISTIC PREDICTION
• Continuous Previsions
• Universality in nonlinear prediction of complex systems
• scientific article; zbMATH DE number 3952635 (Why is no real title available?)
• MEASURING THE PREDICTABILITY OF NOISY RECURRENT TIME SERIES
• scientific article; zbMATH DE number 1069580 (Why is no real title available?)
• OBSERVATION OF A PERIOD DOUBLING BIFURCATION DURING ONSET OF HUMAN VENTRICULAR FIBRILLATION
• Nonlinear prediction, filtering, and control of chemical systems from time series
• Long term prediction of non-linear time series using multiresolution wavelet models
• A Koopman-Takens theorem: linear least squares prediction of nonlinear time series
• Evolution of probability measures associated with quantum systems
• The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis
• Identification and prediction of low dimensional dynamics

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